+79.2%
PBF vs ACM
-46.1%
+125.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +3.7% |
| 7D | -7.4% | +6.9% | -14.3% | -6.9% |
| 30D | -17.5% | +19.1% | -36.5% | -16.5% |
| 3M | +13.1% | -6.9% | +20.1% | +12.1% |
| 6M | +72.6% | -12.0% | +84.7% | +71.9% |
| YTD | +161.2% | -25.1% | +186.3% | +165.2% |
| All | +79.2% | -46.1% | +125.3% | +96.1% |
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 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