+56.0%
PBF vs SAN
+356.8%
-300.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.3% |
| 7D | +2.4% | +3.3% | -1.0% | +2.0% |
| 30D | +24.9% | +1.1% | +23.8% | +24.7% |
| 3M | +81.9% | +22.2% | +59.7% | +77.4% |
| 6M | +79.4% | +36.0% | +43.4% | +69.0% |
| YTD | +188.3% | +28.2% | +160.1% | +172.9% |
| 1Y | +177.3% | +54.1% | +123.1% | +144.7% |
| 3Y | +56.0% | +354.2% | -298.2% | -1.3% |
| All | +56.0% | +356.8% | -300.8% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling