+63.4%
PBF vs AR
-4.6%
+68.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -13.8% | -14.3% | +0.5% | -7.9% |
| 30D | -19.6% | +1.4% | -21.0% | -20.0% |
| 3M | +10.3% | +3.4% | +6.9% | +6.6% |
| 6M | +63.4% | -2.1% | +65.5% | +63.3% |
| All | +63.4% | -4.6% | +68.0% | +63.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling