+330.8%
PBF vs SAN
+263.5%
+67.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | +4.3% | +1.8% | +2.5% | +3.2% |
| 30D | +22.0% | +2.0% | +20.0% | +20.6% |
| 3M | +74.5% | +19.7% | +54.8% | +56.1% |
| 6M | +67.7% | +30.6% | +37.0% | +37.2% |
| YTD | +179.2% | +28.8% | +150.3% | +126.9% |
| 1Y | +170.0% | +57.8% | +112.2% | +92.5% |
| 3Y | +66.4% | +338.1% | -271.7% | -40.7% |
| 5Y | +764.5% | +384.2% | +380.3% | +166.5% |
| 10Y | +358.5% | +353.1% | +5.4% | +38.8% |
| All | +330.8% | +263.5% | +67.3% | +22.8% |
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 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