+341.8%
PBF vs HIG
+313.7%
+28.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +5.3% | -1.5% | +6.8% | +6.4% |
| 30D | +11.7% | -0.4% | +12.1% | +11.8% |
| 3M | +91.1% | +6.7% | +84.4% | +79.7% |
| 6M | +88.4% | +2.0% | +86.5% | +81.0% |
| YTD | +194.1% | +0.3% | +193.8% | +186.1% |
| 1Y | +180.4% | +4.2% | +176.2% | +162.4% |
| 3Y | +59.3% | +102.2% | -42.9% | -18.6% |
| 5Y | +816.3% | +118.5% | +697.8% | +330.4% |
| All | +341.8% | +313.7% | +28.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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