+56.0%
PBF vs HIG
+99.1%
-43.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.2% | +3.7% |
| 7D | +2.4% | -1.1% | +3.4% | +2.6% |
| 30D | +24.9% | -4.9% | +29.8% | +26.3% |
| 3M | +81.9% | +6.8% | +75.1% | +77.4% |
| 6M | +79.4% | -1.7% | +81.1% | +78.8% |
| YTD | +188.3% | -0.2% | +188.5% | +185.9% |
| 1Y | +177.3% | +5.7% | +171.5% | +168.2% |
| 3Y | +56.0% | +100.3% | -44.3% | +15.6% |
| All | +56.0% | +99.1% | -43.1% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling