+240.3%
PBF vs ACWI
+220.7%
+19.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.8% | -4.5% |
| 7D | -15.3% | -0.2% | -15.1% | -15.2% |
| 30D | -21.8% | -3.3% | -18.5% | -18.0% |
| 3M | -0.2% | -3.4% | +3.2% | +4.3% |
| 6M | +63.6% | +0.8% | +62.8% | +57.7% |
| YTD | +147.5% | +10.7% | +136.8% | +97.7% |
| 1Y | +69.8% | +11.6% | +58.2% | +33.7% |
| 3Y | +65.3% | +73.4% | -8.1% | -38.9% |
| 5Y | +393.4% | +60.2% | +333.2% | +104.5% |
| 10Y | +240.3% | +221.6% | +18.7% | -59.9% |
| All | +240.3% | +220.7% | +19.6% | -59.9% |
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