+415.4%
PBF vs AIG
+57.6%
+357.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.4% |
| 7D | +4.3% | +2.0% | +2.2% | +3.1% |
| 30D | -21.8% | +6.3% | -28.1% | -24.3% |
| 3M | +1.7% | +9.2% | -7.4% | -3.0% |
| 6M | +69.8% | +9.5% | +60.3% | +60.3% |
| YTD | +167.7% | -1.6% | +169.4% | +166.9% |
| 1Y | +89.0% | +8.5% | +80.5% | +77.7% |
| 3Y | +78.8% | +38.3% | +40.5% | +41.7% |
| 5Y | +415.4% | +59.0% | +356.4% | +260.1% |
| All | +415.4% | +57.6% | +357.8% | +260.1% |
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