+250.9%
PBF vs SAN
+270.1%
-19.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | +6.5% | +4.0% | +2.5% | +3.8% |
| 30D | -20.0% | -7.8% | -12.2% | -17.0% |
| 3M | -3.3% | -16.4% | +13.0% | +5.8% |
| 6M | +76.8% | +3.5% | +73.3% | +66.7% |
| YTD | +168.9% | +6.7% | +162.3% | +134.9% |
| 1Y | +96.4% | +14.5% | +81.9% | +62.6% |
| 3Y | +77.2% | +243.5% | -166.3% | -37.4% |
| 5Y | +417.7% | +296.2% | +121.5% | +46.2% |
| All | +250.9% | +270.1% | -19.2% | -22.1% |
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