+420.4%
PBF vs ACWI
+58.7%
+361.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.7% |
| 7D | +6.5% | +2.4% | +4.0% | +4.6% |
| 30D | -20.0% | -1.7% | -18.3% | -19.0% |
| 3M | -3.3% | -3.9% | +0.6% | -0.5% |
| 6M | +76.8% | +0.8% | +76.0% | +74.0% |
| YTD | +168.9% | +11.0% | +157.9% | +138.3% |
| 1Y | +96.4% | +13.1% | +83.3% | +70.7% |
| 3Y | +77.2% | +73.9% | +3.3% | +2.6% |
| All | +420.4% | +58.7% | +361.7% | +263.7% |
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 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