+77.2%
PBF vs ACM
-9.1%
+86.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +6.5% | +5.6% | +0.8% | +5.1% |
| 30D | -20.0% | +20.8% | -40.8% | -23.5% |
| 3M | -3.3% | +11.4% | -14.7% | -6.1% |
| 6M | +76.8% | +0.9% | +75.9% | +73.4% |
| YTD | +168.9% | -24.8% | +193.8% | +191.3% |
| 1Y | +96.4% | -46.4% | +142.8% | +159.8% |
| 3Y | +77.2% | -9.2% | +86.4% | +65.6% |
| All | +77.2% | -9.1% | +86.3% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling