+795.3%
PBF vs ACI
+18.9%
+776.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | +1.4% | -5.0% | +6.4% | +2.7% |
| 30D | +15.8% | -2.3% | +18.2% | +16.5% |
| 3M | +90.3% | -23.2% | +113.5% | +101.9% |
| 6M | +102.8% | -29.5% | +132.3% | +119.8% |
| YTD | +187.3% | -28.6% | +215.9% | +209.5% |
| 1Y | +161.8% | -34.0% | +195.9% | +187.1% |
| 3Y | +55.5% | -45.0% | +100.4% | +78.0% |
| 5Y | +801.9% | -44.0% | +845.9% | +894.4% |
| All | +795.3% | +18.9% | +776.4% | +757.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling