+395.3%
PBF vs ACI
-43.3%
+438.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.9% |
| 7D | -13.8% | -2.2% | -11.5% | -13.5% |
| 30D | -19.6% | +10.3% | -29.9% | -21.5% |
| 3M | +10.3% | +7.2% | +3.1% | +8.2% |
| 6M | +63.4% | -18.0% | +81.4% | +69.1% |
| YTD | +152.6% | -22.0% | +174.6% | +163.4% |
| 1Y | +87.4% | -23.4% | +110.7% | +96.1% |
| 3Y | +63.3% | -35.8% | +99.1% | +77.1% |
| All | +395.3% | -43.3% | +438.6% | +439.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling