+170.0%
PBF vs AR
+22.7%
+147.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | +4.3% | +2.5% | +1.8% | +2.9% |
| 30D | +22.0% | +14.8% | +7.2% | +12.9% |
| 3M | +74.5% | +6.2% | +68.3% | +68.0% |
| 6M | +67.7% | +4.3% | +63.4% | +65.0% |
| YTD | +179.2% | +14.4% | +164.8% | +164.9% |
| 1Y | +170.0% | +21.3% | +148.7% | +154.8% |
| All | +170.0% | +22.7% | +147.3% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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