+395.3%
PBF vs SAN
+267.8%
+127.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | -13.8% | +4.9% | -18.7% | -14.7% |
| 30D | -19.6% | -13.0% | -6.6% | -17.5% |
| 3M | +10.3% | -18.9% | +29.1% | +14.7% |
| 6M | +63.4% | -4.1% | +67.6% | +63.2% |
| YTD | +152.6% | +2.6% | +150.1% | +142.4% |
| 1Y | +87.4% | +16.9% | +70.4% | +71.6% |
| 3Y | +63.3% | +239.1% | -175.8% | +3.2% |
| All | +395.3% | +267.8% | +127.5% | +234.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling