+111.0%
PBF vs AS
+3.3%
+107.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.1% | -11.8% | -4.6% |
| 7D | -0.9% | +13.8% | -14.7% | +4.5% |
| 30D | -13.7% | +16.7% | -30.4% | -8.0% |
| 3M | +10.6% | -11.5% | +22.1% | +4.2% |
| 6M | +61.2% | -5.5% | +66.7% | +58.9% |
| YTD | +172.7% | -14.2% | +186.9% | +171.1% |
| 1Y | +111.0% | +2.1% | +108.9% | +109.3% |
| All | +111.0% | +3.3% | +107.7% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling