+802.0%
PBF vs AIG
+52.4%
+749.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.3% | -2.4% | +4.7% | +3.6% |
| 30D | +11.6% | -2.9% | +14.5% | +13.2% |
| 3M | +81.7% | +0.8% | +81.0% | +79.6% |
| 6M | +96.4% | -2.7% | +99.1% | +96.2% |
| YTD | +189.5% | -11.2% | +200.7% | +205.3% |
| 1Y | +180.7% | -1.5% | +182.3% | +176.1% |
| 3Y | +56.6% | +34.4% | +22.3% | +23.4% |
| 5Y | +802.0% | +54.4% | +747.6% | +469.1% |
| All | +802.0% | +52.4% | +749.6% | +469.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling