+341.8%
PBF vs AU
+699.0%
-357.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | +5.3% | -4.3% | +9.6% | +5.3% |
| 30D | +11.7% | +7.3% | +4.4% | +11.7% |
| 3M | +91.1% | +26.3% | +64.8% | +91.0% |
| 6M | +88.4% | +1.8% | +86.7% | +88.7% |
| YTD | +194.1% | +26.8% | +167.2% | +192.1% |
| 1Y | +180.4% | +66.7% | +113.7% | +176.1% |
| 3Y | +59.3% | +579.1% | -519.8% | +52.1% |
| 5Y | +816.3% | +689.3% | +126.9% | +785.2% |
| All | +341.8% | +699.0% | -357.2% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling