+382.4%
PBF vs S
-49.1%
+431.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.9% | -5.2% |
| 7D | -15.3% | +1.4% | -16.7% | -15.4% |
| 30D | -21.8% | -10.8% | -11.0% | -21.3% |
| 3M | -0.2% | +5.4% | -5.6% | -1.0% |
| 6M | +63.6% | +41.2% | +22.4% | +58.6% |
| YTD | +147.5% | +56.2% | +91.3% | +137.3% |
| 1Y | +69.8% | +36.3% | +33.5% | +64.4% |
| 3Y | +65.3% | +49.4% | +15.9% | +57.5% |
| 5Y | +393.4% | -66.9% | +460.3% | +406.0% |
| All | +382.4% | -49.1% | +431.5% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling