+161.8%
PBF vs SAN
+53.7%
+108.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.7% |
| 7D | +1.4% | -0.5% | +1.8% | +1.2% |
| 30D | +15.8% | -0.1% | +15.9% | +15.8% |
| 3M | +90.3% | +19.6% | +70.6% | +103.4% |
| 6M | +102.8% | +32.7% | +70.1% | +125.2% |
| YTD | +187.3% | +26.7% | +160.6% | +208.1% |
| 1Y | +161.8% | +51.6% | +110.2% | +171.2% |
| All | +161.8% | +53.7% | +108.2% | +171.2% |
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