+63.3%
PBF vs ACM
-12.3%
+75.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -13.8% | +5.4% | -19.1% | -14.8% |
| 30D | -19.6% | +15.1% | -34.7% | -22.3% |
| 3M | +10.3% | -10.5% | +20.7% | +12.6% |
| 6M | +63.4% | -19.7% | +83.1% | +73.0% |
| YTD | +152.6% | -28.8% | +181.5% | +177.4% |
| 1Y | +87.4% | -47.9% | +135.2% | +147.2% |
| 3Y | +63.3% | -12.4% | +75.6% | +48.9% |
| All | +63.3% | -12.3% | +75.6% | +48.9% |
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