+58.0%
PBF vs AS
+139.2%
-81.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.1% | -11.8% | -7.0% |
| 7D | -0.9% | +13.8% | -14.7% | -1.7% |
| 30D | -13.7% | +16.7% | -30.4% | -14.6% |
| 3M | +10.6% | -11.5% | +22.1% | +11.4% |
| 6M | +61.2% | -5.5% | +66.7% | +60.5% |
| YTD | +172.7% | -14.2% | +186.9% | +173.5% |
| 1Y | +111.0% | +2.1% | +108.9% | +103.2% |
| All | +58.0% | +139.2% | -81.2% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling