+170.0%
PBF vs AIG
-4.5%
+174.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | +4.3% | -0.9% | +5.2% | +4.3% |
| 30D | +22.0% | -4.9% | +26.9% | +22.4% |
| 3M | +74.5% | +4.5% | +70.0% | +72.6% |
| 6M | +67.7% | -1.4% | +69.1% | +67.6% |
| YTD | +179.2% | -9.8% | +189.0% | +185.5% |
| 1Y | +170.0% | -4.5% | +174.5% | +178.7% |
| All | +170.0% | -4.5% | +174.5% | +178.7% |
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