+804.0%
PBF vs ACM
+4.8%
+799.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.7% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | +24.9% | -12.9% | +37.8% | +32.4% |
| 3M | +81.9% | -6.4% | +88.2% | +83.2% |
| 6M | +79.4% | -29.2% | +108.6% | +110.6% |
| YTD | +188.3% | -29.9% | +218.3% | +235.1% |
| 1Y | +177.3% | -47.3% | +224.5% | +291.1% |
| 3Y | +56.0% | -19.6% | +75.6% | +53.6% |
| 5Y | +804.0% | +5.5% | +798.5% | +583.0% |
| All | +804.0% | +4.8% | +799.3% | +583.0% |
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