+392.4%
PBF vs S
-52.7%
+445.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | -13.8% | -13.4% | -0.3% | -12.9% |
| 30D | -19.6% | -14.0% | -5.6% | -18.9% |
| 3M | +10.3% | +4.9% | +5.4% | +9.4% |
| 6M | +63.4% | +42.0% | +21.4% | +58.3% |
| YTD | +152.6% | +45.1% | +107.5% | +143.4% |
| 1Y | +87.4% | +33.1% | +54.3% | +81.5% |
| 3Y | +63.3% | +40.6% | +22.6% | +56.2% |
| 5Y | +412.5% | -67.5% | +479.9% | +426.8% |
| All | +392.4% | -52.7% | +445.1% | +368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling