+63.3%
PBF vs ACWI
+70.3%
-7.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.9% | -3.5% | -4.8% |
| 7D | -13.8% | -2.4% | -11.4% | -12.3% |
| 30D | -19.6% | -5.2% | -14.4% | -16.8% |
| 3M | +10.3% | -4.8% | +15.1% | +13.7% |
| 6M | +63.4% | -1.3% | +64.8% | +63.2% |
| YTD | +152.6% | +8.4% | +144.2% | +127.1% |
| 1Y | +87.4% | +11.0% | +76.3% | +63.5% |
| 3Y | +63.3% | +70.6% | -7.3% | -28.8% |
| All | +63.3% | +70.3% | -7.1% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling