+281.9%
PBF vs A
+593.0%
-311.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -4.0% | -4.6% |
| 7D | -15.3% | +1.4% | -16.7% | -15.8% |
| 30D | -21.8% | +4.3% | -26.1% | -23.4% |
| 3M | -0.2% | +19.8% | -20.0% | -9.2% |
| 6M | +63.6% | +54.4% | +9.2% | +28.7% |
| YTD | +147.5% | +31.7% | +115.8% | +108.0% |
| 1Y | +69.8% | +22.4% | +47.4% | +48.3% |
| 3Y | +65.3% | +67.7% | -2.4% | +16.9% |
| 5Y | +393.4% | +15.7% | +377.6% | +312.5% |
| 10Y | +240.3% | +308.7% | -68.4% | +22.6% |
| All | +281.9% | +593.0% | -311.0% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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