+252.3%
PBF vs ACM
+147.1%
+105.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | -0.7% |
| 7D | -7.4% | +6.9% | -14.3% | -12.3% |
| 30D | -17.5% | +19.1% | -36.5% | -28.5% |
| 3M | +13.1% | -6.9% | +20.1% | +16.0% |
| 6M | +72.6% | -12.0% | +84.7% | +80.0% |
| YTD | +161.2% | -25.1% | +186.3% | +201.3% |
| 1Y | +93.3% | -45.4% | +138.7% | +194.7% |
| 3Y | +80.7% | -6.9% | +87.6% | +59.6% |
| 5Y | +396.1% | +3.7% | +392.4% | +282.0% |
| 10Y | +252.3% | +135.8% | +116.5% | +38.1% |
| All | +252.3% | +147.1% | +105.2% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling