+43.4%
PBF vs AS
+137.8%
-94.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.4% | -5.1% |
| 7D | -15.3% | +4.5% | -19.8% | -15.5% |
| 30D | -21.8% | +13.2% | -35.0% | -22.4% |
| 3M | -0.2% | -11.9% | +11.7% | +0.5% |
| 6M | +63.6% | -11.6% | +75.2% | +64.4% |
| YTD | +147.5% | -14.7% | +162.2% | +148.4% |
| 1Y | +69.8% | +5.7% | +64.1% | +62.3% |
| All | +43.4% | +137.8% | -94.3% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling