+801.9%
PBF vs HIG
+117.6%
+684.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +1.4% | -0.5% | +1.8% | +1.5% |
| 30D | +15.8% | -2.8% | +18.7% | +17.3% |
| 3M | +90.3% | +6.3% | +83.9% | +82.7% |
| 6M | +102.8% | -0.1% | +102.9% | +99.6% |
| YTD | +187.3% | +0.4% | +186.9% | +182.1% |
| 1Y | +161.8% | +6.2% | +155.6% | +147.2% |
| 3Y | +55.5% | +101.6% | -46.1% | -9.8% |
| 5Y | +801.9% | +119.8% | +682.1% | +371.6% |
| All | +801.9% | +117.6% | +684.3% | +371.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling