+341.9%
PBF vs ACWI
+226.7%
+115.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | +0.5% | +3.8% | +3.4% |
| 30D | +22.0% | +0.9% | +21.1% | +20.3% |
| 3M | +74.5% | +2.4% | +72.1% | +66.4% |
| 6M | +67.7% | +12.4% | +55.3% | +32.7% |
| YTD | +179.2% | +15.2% | +164.0% | +111.6% |
| 1Y | +170.0% | +22.7% | +147.3% | +84.0% |
| 3Y | +66.4% | +75.8% | -9.4% | -39.1% |
| 5Y | +764.5% | +67.7% | +696.8% | +237.7% |
| All | +341.9% | +226.7% | +115.2% | -42.4% |
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