+250.9%
PBF vs ACWI
+224.5%
+26.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.9% |
| 7D | +6.5% | +2.4% | +4.0% | +2.8% |
| 30D | -20.0% | -1.7% | -18.3% | -18.2% |
| 3M | -3.3% | -3.9% | +0.6% | +1.9% |
| 6M | +76.8% | +0.8% | +76.0% | +70.7% |
| YTD | +168.9% | +11.0% | +157.9% | +113.9% |
| 1Y | +96.4% | +13.1% | +83.3% | +51.3% |
| 3Y | +77.2% | +73.9% | +3.3% | -34.8% |
| 5Y | +417.7% | +59.0% | +358.7% | +118.1% |
| All | +250.9% | +224.5% | +26.5% | -61.9% |
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