+161.8%
PBF vs ACI
-35.6%
+197.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +1.4% | -5.0% | +6.4% | +2.0% |
| 30D | +15.8% | -2.3% | +18.2% | +16.1% |
| 3M | +90.3% | -23.2% | +113.5% | +96.1% |
| 6M | +102.8% | -29.5% | +132.3% | +111.5% |
| YTD | +187.3% | -28.6% | +215.9% | +197.5% |
| 1Y | +161.8% | -34.0% | +195.9% | +161.6% |
| All | +161.8% | -35.6% | +197.5% | +161.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling