+362.2%
PBF vs SAN
+329.5%
+32.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +1.4% | -0.5% | +1.8% | +1.6% |
| 30D | +15.8% | -0.1% | +15.9% | +15.8% |
| 3M | +90.3% | +19.6% | +70.6% | +68.6% |
| 6M | +102.8% | +32.7% | +70.1% | +61.2% |
| YTD | +187.3% | +26.7% | +160.6% | +130.8% |
| 1Y | +161.8% | +51.6% | +110.2% | +84.5% |
| 3Y | +55.5% | +348.7% | -293.3% | -52.6% |
| 5Y | +801.9% | +378.7% | +423.2% | +134.9% |
| 10Y | +362.2% | +336.9% | +25.3% | +12.3% |
| All | +362.2% | +329.5% | +32.7% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling