+409.7%
PBF vs COMP
-52.8%
+462.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +1.9% |
| 7D | +3.8% | +8.9% | -5.1% | +3.4% |
| 30D | -22.2% | +14.0% | -36.1% | -22.6% |
| 3M | +1.3% | -21.1% | +22.4% | +2.1% |
| 6M | +69.0% | +20.1% | +48.9% | +66.7% |
| YTD | +166.5% | -5.0% | +171.5% | +165.3% |
| 1Y | +88.1% | +5.7% | +82.4% | +85.5% |
| 3Y | +77.9% | +412.2% | -334.3% | +50.7% |
| 5Y | +413.0% | -12.1% | +425.1% | +404.6% |
| All | +409.7% | -52.8% | +462.5% | +508.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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