+315.4%
PBF vs AR
-33.4%
+348.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -13.8% | -14.3% | +0.5% | -7.9% |
| 30D | -19.6% | +1.4% | -21.0% | -20.2% |
| 3M | +10.3% | +3.4% | +6.9% | +8.1% |
| 6M | +63.4% | -2.1% | +65.5% | +63.7% |
| YTD | +152.6% | +4.7% | +147.9% | +145.9% |
| 1Y | +87.4% | +10.6% | +76.8% | +78.1% |
| 3Y | +63.3% | +24.6% | +38.7% | +40.2% |
| 5Y | +412.5% | +71.9% | +340.6% | +270.4% |
| 10Y | +282.5% | +46.4% | +236.1% | +91.8% |
| All | +315.4% | -33.4% | +348.8% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling