+209.8%
W vs PBF
+312.5%
-102.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.2% | +4.1% |
| 7D | +3.3% | -7.4% | +10.7% | +4.4% |
| 30D | +10.5% | -17.5% | +28.0% | +13.4% |
| 3M | +9.6% | +13.1% | -3.5% | +6.4% |
| 6M | +76.4% | +72.6% | +3.7% | +57.6% |
| YTD | +16.4% | +161.2% | -144.8% | -5.6% |
| 1Y | +9.3% | +93.3% | -84.0% | -6.9% |
| 3Y | +172.8% | +80.7% | +92.1% | +126.2% |
| 5Y | -53.4% | +396.1% | -449.5% | -69.6% |
| 10Y | +243.6% | +252.3% | -8.6% | +89.6% |
| All | +209.8% | +312.5% | -102.6% | +52.7% |
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