+63.3%
PBF vs AR
+19.9%
+43.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -13.8% | -14.3% | +0.5% | -8.3% |
| 30D | -19.6% | +1.4% | -21.0% | -20.1% |
| 3M | +10.3% | +3.4% | +6.9% | +8.2% |
| 6M | +63.4% | -2.1% | +65.5% | +63.6% |
| YTD | +152.6% | +4.7% | +147.9% | +147.7% |
| 1Y | +87.4% | +10.6% | +76.8% | +80.2% |
| 3Y | +63.3% | +24.6% | +38.7% | +71.7% |
| All | +63.3% | +19.9% | +43.3% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling