+718.6%
PBF vs ACWI
+67.7%
+650.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | +0.5% | +3.8% | +3.8% |
| 30D | +22.0% | +0.9% | +21.1% | +21.1% |
| 3M | +74.5% | +2.4% | +72.1% | +70.3% |
| 6M | +67.7% | +12.4% | +55.3% | +47.7% |
| YTD | +179.2% | +15.2% | +164.0% | +139.3% |
| 1Y | +170.0% | +22.7% | +147.3% | +116.5% |
| 3Y | +66.4% | +75.8% | -9.4% | -6.7% |
| All | +718.6% | +67.7% | +650.9% | +443.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling