+420.4%
PBF vs COMP
-10.9%
+431.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | -20.0% | +16.6% | -36.5% | -20.4% |
| 3M | -3.3% | -23.5% | +20.2% | -2.6% |
| 6M | +76.8% | +25.7% | +51.1% | +74.5% |
| YTD | +168.9% | -3.4% | +172.3% | +168.3% |
| 1Y | +96.4% | +7.6% | +88.8% | +94.2% |
| 3Y | +77.2% | +423.6% | -346.4% | +53.4% |
| All | +420.4% | -10.9% | +431.3% | +434.7% |
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