+769.9%
PBF vs ACI
+25.9%
+744.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +4.3% | +0.2% | +4.1% | +4.2% |
| 30D | +22.0% | +5.9% | +16.1% | +20.3% |
| 3M | +74.5% | -19.8% | +94.3% | +83.2% |
| 6M | +67.7% | -24.7% | +92.4% | +78.9% |
| YTD | +179.2% | -24.4% | +203.6% | +196.5% |
| 1Y | +170.0% | -31.5% | +201.5% | +193.4% |
| 3Y | +66.4% | -38.7% | +105.1% | +84.7% |
| 5Y | +764.5% | -42.8% | +807.3% | +854.2% |
| All | +769.9% | +25.9% | +744.0% | +721.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling