+240.3%
PBF vs AR
+52.4%
+187.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -3.9% |
| 7D | -15.3% | -5.8% | -9.5% | -13.0% |
| 30D | -21.8% | +4.8% | -26.6% | -23.6% |
| 3M | -0.2% | +1.5% | -1.7% | -1.6% |
| 6M | +63.6% | +4.7% | +58.9% | +58.9% |
| YTD | +147.5% | +9.2% | +138.3% | +135.7% |
| 1Y | +69.8% | +11.2% | +58.7% | +60.2% |
| 3Y | +65.3% | +46.2% | +19.0% | +30.4% |
| 5Y | +393.4% | +98.1% | +295.3% | +225.3% |
| 10Y | +240.3% | +54.5% | +185.8% | +50.4% |
| All | +240.3% | +52.4% | +187.9% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling