+289.8%
PBF vs SAN
+189.4%
+100.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.4% |
| 7D | -13.8% | +4.9% | -18.7% | -16.4% |
| 30D | -19.6% | -13.0% | -6.6% | -14.1% |
| 3M | +10.3% | -18.9% | +29.1% | +21.9% |
| 6M | +63.4% | -4.1% | +67.6% | +62.1% |
| YTD | +152.6% | +2.6% | +150.1% | +129.5% |
| 1Y | +87.4% | +16.9% | +70.4% | +56.5% |
| 3Y | +63.3% | +239.1% | -175.8% | -33.3% |
| 5Y | +412.5% | +266.8% | +145.6% | +82.4% |
| 10Y | +282.5% | +246.0% | +36.5% | +31.9% |
| All | +289.8% | +189.4% | +100.4% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling