+180.7%
PBF vs AIG
-1.7%
+182.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.3% | -2.4% | +4.7% | +2.4% |
| 30D | +11.6% | -2.9% | +14.5% | +11.7% |
| 3M | +81.7% | +0.8% | +81.0% | +80.2% |
| 6M | +96.4% | -2.7% | +99.1% | +95.9% |
| YTD | +189.5% | -11.2% | +200.7% | +196.7% |
| 1Y | +180.7% | -1.5% | +182.3% | +200.1% |
| All | +180.7% | -1.7% | +182.5% | +200.1% |
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 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