+111.0%
PBF vs AU
+42.5%
+68.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.0% | -14.7% | -4.9% |
| 7D | -0.9% | +0.8% | -1.7% | -0.3% |
| 30D | -13.7% | -7.0% | -6.8% | -14.5% |
| 3M | +10.6% | +8.5% | +2.1% | +14.5% |
| 6M | +61.2% | -1.3% | +62.4% | +65.3% |
| YTD | +172.7% | +6.8% | +166.0% | +172.0% |
| 1Y | +111.0% | +44.6% | +66.4% | +92.9% |
| All | +111.0% | +42.5% | +68.5% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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