+444.1%
PBF vs S
-56.8%
+500.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +4.3% | -7.7% | +12.0% | +4.9% |
| 30D | +22.0% | -5.3% | +27.3% | +22.3% |
| 3M | +74.5% | +20.3% | +54.2% | +71.8% |
| 6M | +67.7% | +47.4% | +20.3% | +62.1% |
| YTD | +179.2% | +32.5% | +146.6% | +171.6% |
| 1Y | +170.0% | +9.5% | +160.5% | +165.9% |
| 3Y | +66.4% | +15.5% | +50.9% | +61.6% |
| 5Y | +764.5% | -71.2% | +835.7% | +803.1% |
| All | +444.1% | -56.8% | +500.9% | +422.5% |
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 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