+69.8%
PBF vs AS
+6.1%
+63.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.4% | -5.9% |
| 7D | -15.3% | +4.5% | -19.8% | -13.7% |
| 30D | -21.8% | +13.2% | -35.0% | -17.8% |
| 3M | -0.2% | -11.9% | +11.7% | -6.5% |
| 6M | +63.6% | -11.6% | +75.2% | +56.0% |
| YTD | +147.5% | -14.7% | +162.2% | +144.8% |
| 1Y | +69.8% | +5.7% | +64.1% | +63.4% |
| All | +69.8% | +6.1% | +63.8% | +63.4% |
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