+59.6%
PBF vs ACI
-40.4%
+100.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | +22.0% | +5.9% | +16.1% | +21.1% |
| 3M | +74.5% | -19.8% | +94.3% | +78.9% |
| 6M | +67.7% | -24.7% | +92.4% | +73.5% |
| YTD | +179.2% | -24.4% | +203.6% | +187.7% |
| 1Y | +170.0% | -31.5% | +201.5% | +181.5% |
| All | +59.6% | -40.4% | +100.0% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling