+320.4%
PBF vs AR
+46.3%
+274.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +4.3% | +2.5% | +1.8% | +3.2% |
| 30D | +22.0% | +14.8% | +7.2% | +14.6% |
| 3M | +74.5% | +6.2% | +68.3% | +69.3% |
| 6M | +67.7% | +4.3% | +63.4% | +64.8% |
| YTD | +179.2% | +14.4% | +164.8% | +162.0% |
| 1Y | +170.0% | +21.3% | +148.7% | +145.5% |
| 3Y | +66.4% | +39.8% | +26.6% | +34.0% |
| 5Y | +764.5% | +142.1% | +622.4% | +425.9% |
| All | +320.4% | +46.3% | +274.0% | +100.6% |
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