+111.0%
PBF vs AIG
+6.0%
+105.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.1% | -6.7% |
| 7D | -0.9% | +2.3% | -3.2% | -1.0% |
| 30D | -13.7% | +8.8% | -22.5% | -13.9% |
| 3M | +10.6% | +3.7% | +6.9% | +10.6% |
| 6M | +61.2% | +6.8% | +54.4% | +59.6% |
| YTD | +172.7% | -2.6% | +175.4% | +180.0% |
| 1Y | +111.0% | +3.7% | +107.3% | +114.9% |
| All | +111.0% | +6.0% | +105.0% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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