+111.0%
PBF vs ACWI
+14.9%
+96.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.3% | -5.4% |
| 7D | -0.9% | -0.5% | -0.4% | -1.0% |
| 30D | -13.7% | -1.6% | -12.1% | -14.5% |
| 3M | +10.6% | -1.3% | +12.0% | +9.9% |
| 6M | +61.2% | +5.8% | +55.3% | +70.9% |
| YTD | +172.7% | +12.7% | +160.0% | +201.2% |
| 1Y | +111.0% | +15.0% | +96.0% | +126.5% |
| All | +111.0% | +14.9% | +96.1% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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