+55.8%
PBF vs AS
+123.4%
-67.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +6.5% | -4.9% | +11.3% | +6.8% |
| 30D | -20.0% | +3.9% | -23.9% | -20.2% |
| 3M | -3.3% | -9.6% | +6.3% | -2.8% |
| 6M | +76.8% | -8.7% | +85.5% | +76.5% |
| YTD | +168.9% | -19.8% | +188.8% | +170.9% |
| 1Y | +96.4% | -1.5% | +97.9% | +88.8% |
| All | +55.8% | +123.4% | -67.6% | +34.3% |
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