+718.6%
PBF vs AR
+143.7%
+574.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +4.3% | +2.5% | +1.8% | +3.1% |
| 30D | +22.0% | +14.8% | +7.2% | +13.9% |
| 3M | +74.5% | +6.2% | +68.3% | +68.8% |
| 6M | +67.7% | +4.3% | +63.4% | +64.5% |
| YTD | +179.2% | +14.4% | +164.8% | +160.5% |
| 1Y | +170.0% | +21.3% | +148.7% | +143.3% |
| 3Y | +66.4% | +39.8% | +26.6% | +30.7% |
| All | +718.6% | +143.7% | +574.9% | +280.2% |
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