+311.2%
PBF vs HIG
+726.1%
-414.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -22.2% | +4.4% | -26.5% | -24.9% |
| 3M | +1.3% | 0.0% | +1.2% | +0.5% |
| 6M | +69.0% | +3.8% | +65.2% | +61.4% |
| YTD | +166.5% | +0.7% | +165.8% | +157.8% |
| 1Y | +88.1% | +5.0% | +83.0% | +75.5% |
| 3Y | +77.9% | +95.3% | -17.4% | -1.3% |
| 5Y | +413.0% | +110.8% | +302.2% | +164.9% |
| 10Y | +261.4% | +261.9% | -0.5% | +23.4% |
| All | +311.2% | +726.1% | -414.9% | +7.9% |
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