+395.3%
PBF vs ACM
-2.7%
+398.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -13.8% | +5.4% | -19.1% | -15.8% |
| 30D | -19.6% | +15.1% | -34.7% | -24.5% |
| 3M | +10.3% | -10.5% | +20.7% | +14.3% |
| 6M | +63.4% | -19.7% | +83.1% | +77.5% |
| YTD | +152.6% | -28.8% | +181.5% | +187.9% |
| 1Y | +87.4% | -47.9% | +135.2% | +163.7% |
| 3Y | +63.3% | -12.4% | +75.6% | +51.1% |
| All | +395.3% | -2.7% | +398.0% | +299.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling