+170.0%
PBF vs SAN
+58.9%
+111.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.6% |
| 7D | +4.3% | +1.8% | +2.5% | +4.9% |
| 30D | +22.0% | +2.0% | +20.0% | +22.7% |
| 3M | +74.5% | +19.7% | +54.8% | +86.4% |
| 6M | +67.7% | +30.6% | +37.0% | +87.7% |
| YTD | +179.2% | +28.8% | +150.3% | +201.3% |
| 1Y | +170.0% | +57.8% | +112.2% | +191.4% |
| All | +170.0% | +58.9% | +111.1% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling