+330.8%
PBF vs HIG
+735.0%
-404.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.5% |
| 7D | +4.3% | +0.3% | +4.0% | +4.0% |
| 30D | +22.0% | -3.2% | +25.2% | +24.5% |
| 3M | +74.5% | +9.1% | +65.4% | +61.9% |
| 6M | +67.7% | -1.8% | +69.5% | +66.3% |
| YTD | +179.2% | +1.8% | +177.4% | +169.6% |
| 1Y | +170.0% | +4.6% | +165.4% | +153.5% |
| 3Y | +66.4% | +101.6% | -35.3% | -9.5% |
| 5Y | +764.5% | +124.5% | +640.0% | +326.4% |
| 10Y | +358.5% | +317.8% | +40.7% | +46.0% |
| All | +330.8% | +735.0% | -404.2% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling