+341.8%
PBF vs AIG
+66.2%
+275.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.2% |
| 7D | +5.3% | -1.2% | +6.5% | +6.3% |
| 30D | +11.7% | -1.1% | +12.8% | +12.5% |
| 3M | +91.1% | +0.7% | +90.4% | +87.8% |
| 6M | +88.4% | -2.2% | +90.6% | +86.8% |
| YTD | +194.1% | -10.8% | +204.9% | +216.0% |
| 1Y | +180.4% | -2.0% | +182.4% | +172.4% |
| 3Y | +59.3% | +34.8% | +24.5% | +9.2% |
| 5Y | +816.3% | +55.0% | +761.2% | +413.8% |
| All | +341.8% | +66.2% | +275.6% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling