+313.1%
PBF vs AIG
+218.8%
+94.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.5% |
| 7D | +4.3% | +2.0% | +2.2% | +2.2% |
| 30D | -21.8% | +6.3% | -28.1% | -26.1% |
| 3M | +1.7% | +9.2% | -7.4% | -6.3% |
| 6M | +69.8% | +9.5% | +60.3% | +53.9% |
| YTD | +167.7% | -1.6% | +169.4% | +162.3% |
| 1Y | +89.0% | +8.5% | +80.5% | +69.3% |
| 3Y | +78.8% | +38.3% | +40.5% | +23.3% |
| 5Y | +415.4% | +59.0% | +356.4% | +196.0% |
| 10Y | +263.1% | +67.8% | +195.3% | +69.6% |
| All | +313.1% | +218.8% | +94.3% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling