+56.8%
PBF vs AU
+574.0%
-517.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.7% |
| 7D | +2.3% | -7.0% | +9.3% | +2.2% |
| 30D | +11.6% | +7.3% | +4.3% | +11.5% |
| 3M | +81.7% | +33.2% | +48.5% | +81.5% |
| 6M | +96.4% | -0.6% | +97.1% | +97.7% |
| YTD | +189.5% | +26.2% | +163.3% | +181.1% |
| 1Y | +180.7% | +68.3% | +112.5% | +161.2% |
| All | +56.8% | +574.0% | -517.2% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling