+415.4%
PBF vs AR
+101.6%
+313.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.6% |
| 7D | +4.3% | +6.4% | -2.1% | +1.2% |
| 30D | -21.8% | +3.1% | -24.9% | -23.2% |
| 3M | +1.7% | +3.3% | -1.6% | -0.6% |
| 6M | +69.8% | +6.6% | +63.2% | +63.2% |
| YTD | +167.7% | +12.3% | +155.4% | +151.0% |
| 1Y | +89.0% | +12.3% | +76.6% | +76.9% |
| 3Y | +78.8% | +50.4% | +28.3% | +36.7% |
| 5Y | +415.4% | +101.0% | +314.4% | +208.4% |
| All | +415.4% | +101.6% | +313.8% | +208.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling