+55.7%
PBF vs AIG
+33.4%
+22.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | +15.8% | -3.3% | +19.2% | +17.1% |
| 3M | +90.3% | +2.2% | +88.1% | +87.5% |
| 6M | +102.8% | -2.1% | +104.9% | +102.0% |
| YTD | +187.3% | -11.2% | +198.5% | +199.8% |
| 1Y | +161.8% | -2.1% | +164.0% | +159.9% |
| All | +55.7% | +33.4% | +22.3% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling