+51.7%
PBF vs AS
+131.9%
-80.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +5.9% |
| 7D | -4.0% | -3.0% | -1.0% | -3.8% |
| 30D | -18.0% | +9.6% | -27.5% | -18.5% |
| 3M | +0.9% | -8.2% | +9.1% | +1.4% |
| 6M | +65.7% | -9.9% | +75.6% | +66.0% |
| YTD | +161.9% | -16.8% | +178.7% | +163.2% |
| 1Y | +77.8% | +3.0% | +74.8% | +70.2% |
| All | +51.7% | +131.9% | -80.2% | +30.5% |
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