+69.0%
PBF vs HIG
+4.1%
+64.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.7% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -22.2% | +4.4% | -26.5% | -21.4% |
| 3M | +1.3% | 0.0% | +1.2% | -0.2% |
| 6M | +69.0% | +3.8% | +65.2% | +61.5% |
| All | +69.0% | +4.1% | +64.9% | +61.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling