+61.8%
PBF vs AS
+120.4%
-58.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.5% |
| 7D | +4.3% | -4.9% | +9.2% | +4.6% |
| 30D | +22.0% | -19.6% | +41.6% | +23.6% |
| 3M | +74.5% | -14.4% | +88.9% | +75.6% |
| 6M | +67.7% | -20.1% | +87.8% | +69.5% |
| YTD | +179.2% | -20.9% | +200.1% | +181.6% |
| 1Y | +170.0% | -21.9% | +191.9% | +171.8% |
| All | +61.8% | +120.4% | -58.6% | +39.6% |
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