+252.3%
PBF vs ACWI
+226.8%
+25.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | -0.5% |
| 7D | -7.4% | +0.3% | -7.7% | -8.0% |
| 30D | -17.5% | -2.8% | -14.6% | -14.1% |
| 3M | +13.1% | -3.2% | +16.3% | +17.7% |
| 6M | +72.6% | +1.3% | +71.4% | +65.2% |
| YTD | +161.2% | +11.2% | +150.0% | +107.1% |
| 1Y | +93.3% | +13.8% | +79.6% | +47.7% |
| 3Y | +80.7% | +76.2% | +4.5% | -35.0% |
| 5Y | +396.1% | +59.5% | +336.6% | +108.2% |
| 10Y | +252.3% | +222.2% | +30.1% | -59.3% |
| All | +252.3% | +226.8% | +25.4% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling