+421.8%
PBF vs S
-51.5%
+473.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.3% | +8.5% | +2.7% |
| 7D | +4.3% | +4.1% | +0.2% | +4.0% |
| 30D | -21.8% | -7.2% | -14.6% | -21.5% |
| 3M | +1.7% | 0.0% | +1.8% | +1.3% |
| 6M | +69.8% | +41.6% | +28.2% | +64.5% |
| YTD | +167.7% | +48.6% | +119.1% | +157.5% |
| 1Y | +89.0% | +30.0% | +58.9% | +83.4% |
| 3Y | +78.8% | +42.2% | +36.6% | +70.9% |
| 5Y | +415.4% | -70.8% | +486.2% | +434.0% |
| All | +421.8% | -51.5% | +473.4% | +395.3% |
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