+87.4%
PBF vs AS
+0.9%
+86.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.8% | -5.6% | -8.1% |
| 7D | -13.8% | +6.9% | -20.7% | -11.3% |
| 30D | -19.6% | +16.0% | -35.6% | -14.6% |
| 3M | +10.3% | -12.8% | +23.1% | +3.2% |
| 6M | +63.4% | -15.4% | +78.8% | +53.3% |
| YTD | +152.6% | -15.7% | +168.4% | +149.4% |
| 1Y | +87.4% | +6.1% | +81.3% | +74.7% |
| All | +87.4% | +0.9% | +86.5% | +74.7% |
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