+163.6%
W vs PBF
+340.9%
-177.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.7% |
| 7D | -4.2% | +4.3% | -8.5% | -4.8% |
| 30D | -7.6% | +22.0% | -29.5% | -10.7% |
| 3M | +37.2% | +74.5% | -37.3% | +23.8% |
| 6M | +26.3% | +67.7% | -41.4% | +12.6% |
| YTD | -1.0% | +179.2% | -180.2% | -19.9% |
| 1Y | +20.1% | +170.0% | -149.9% | -3.5% |
| 3Y | +37.8% | +66.4% | -28.6% | +16.5% |
| 5Y | -63.7% | +764.5% | -828.1% | -78.6% |
| 10Y | +156.3% | +358.5% | -202.2% | +33.6% |
| All | +163.6% | +340.9% | -177.3% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling