+393.4%
PBF vs COMP
-18.6%
+412.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.4% | +2.2% | -5.0% |
| 7D | -15.3% | +7.2% | -22.5% | -15.5% |
| 30D | -21.8% | +6.4% | -28.2% | -22.0% |
| 3M | -0.2% | -19.4% | +19.2% | +0.4% |
| 6M | +63.6% | +14.6% | +49.0% | +62.1% |
| YTD | +147.5% | -5.5% | +153.0% | +147.1% |
| 1Y | +69.8% | +13.7% | +56.2% | +67.2% |
| 3Y | +65.3% | +409.7% | -344.4% | +43.2% |
| 5Y | +393.4% | -17.0% | +410.4% | +419.0% |
| All | +393.4% | -18.6% | +412.0% | +419.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling