+111.0%
PBF vs ACM
-46.6%
+157.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.9% | -9.6% | -6.4% |
| 7D | -0.9% | +9.5% | -10.4% | -0.2% |
| 30D | -13.7% | +14.7% | -28.4% | -12.8% |
| 3M | +10.6% | -9.5% | +20.1% | +9.5% |
| 6M | +61.2% | -18.0% | +79.2% | +60.6% |
| YTD | +172.7% | -27.3% | +200.0% | +176.4% |
| 1Y | +111.0% | -47.0% | +158.0% | +135.2% |
| All | +111.0% | -46.6% | +157.6% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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