+79.2%
PBF vs ACWI
+12.9%
+66.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +4.9% |
| 7D | -7.4% | +0.3% | -7.7% | -7.1% |
| 30D | -17.5% | -2.8% | -14.6% | -19.3% |
| 3M | +13.1% | -3.2% | +16.3% | +10.5% |
| 6M | +72.6% | +1.3% | +71.4% | +75.7% |
| YTD | +161.2% | +11.2% | +150.0% | +188.4% |
| All | +79.2% | +12.9% | +66.4% | +95.7% |
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