+111.0%
PBF vs SAN
+23.5%
+87.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.4% | -13.1% | -4.4% |
| 7D | -0.9% | +4.5% | -5.4% | +1.0% |
| 30D | -13.7% | -12.1% | -1.6% | -16.7% |
| 3M | +10.6% | -15.6% | +26.2% | +5.6% |
| 6M | +61.2% | +5.8% | +55.4% | +70.3% |
| YTD | +172.7% | +5.5% | +167.3% | +176.7% |
| 1Y | +111.0% | +23.6% | +87.4% | +102.4% |
| All | +111.0% | +23.5% | +87.6% | +102.4% |
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