+671.3%
PBF vs ACI
+34.0%
+637.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.4% | -5.8% |
| 7D | -15.3% | -0.6% | -14.7% | -15.2% |
| 30D | -21.8% | +9.5% | -31.3% | -23.8% |
| 3M | -0.2% | +10.1% | -10.3% | -3.1% |
| 6M | +63.6% | -15.4% | +79.0% | +68.6% |
| YTD | +147.5% | -19.5% | +167.1% | +157.4% |
| 1Y | +69.8% | -21.0% | +90.8% | +77.5% |
| 3Y | +65.3% | -31.2% | +96.5% | +76.7% |
| 5Y | +393.4% | -40.6% | +434.0% | +440.7% |
| All | +671.3% | +34.0% | +637.3% | +613.2% |
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