+75.6%
PBF vs HIG
+95.3%
-19.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -22.2% | +4.4% | -26.5% | -22.9% |
| 3M | +1.3% | 0.0% | +1.2% | +1.0% |
| 6M | +69.0% | +3.8% | +65.2% | +65.9% |
| YTD | +166.5% | +0.7% | +165.8% | +163.2% |
| 1Y | +88.1% | +5.0% | +83.0% | +82.7% |
| All | +75.6% | +95.3% | -19.7% | +54.4% |
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