+423.4%
PBF vs ACWI
+61.3%
+362.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +4.9% |
| 7D | -4.0% | -0.7% | -3.3% | -3.3% |
| 30D | -18.0% | -2.0% | -16.0% | -16.7% |
| 3M | +0.9% | -2.2% | +3.1% | +2.4% |
| 6M | +65.7% | +1.9% | +63.8% | +61.7% |
| YTD | +161.9% | +12.0% | +149.9% | +130.5% |
| 1Y | +77.8% | +12.5% | +65.3% | +55.7% |
| 3Y | +74.9% | +75.4% | -0.5% | +0.5% |
| 5Y | +423.4% | +61.5% | +361.9% | +257.3% |
| All | +423.4% | +61.3% | +362.1% | +257.3% |
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