+734.3%
PBF vs ACI
+33.9%
+700.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +4.3% | -0.5% | +4.7% | +4.3% |
| 30D | -21.8% | +4.9% | -26.7% | -23.0% |
| 3M | +1.7% | +11.1% | -9.4% | -1.4% |
| 6M | +69.8% | -14.9% | +84.7% | +74.7% |
| YTD | +167.7% | -19.6% | +187.3% | +178.5% |
| 1Y | +89.0% | -22.7% | +111.7% | +98.6% |
| 3Y | +78.8% | -31.2% | +110.0% | +91.1% |
| 5Y | +415.4% | -42.3% | +457.8% | +470.2% |
| All | +734.3% | +33.9% | +700.4% | +671.5% |
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