+344.9%
PBF vs AU
+335.6%
+9.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | +24.9% | +12.8% | +12.1% | +24.5% |
| 3M | +81.9% | +28.5% | +53.4% | +80.6% |
| 6M | +79.4% | +4.8% | +74.5% | +78.6% |
| YTD | +188.3% | +31.0% | +157.4% | +183.9% |
| 1Y | +177.3% | +81.4% | +95.8% | +168.9% |
| 3Y | +56.0% | +618.4% | -562.4% | +42.8% |
| 5Y | +804.0% | +686.3% | +117.7% | +726.1% |
| 10Y | +334.1% | +664.5% | -330.4% | +289.2% |
| All | +344.9% | +335.6% | +9.3% | +349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling