+303.0%
PBF vs SAN
+207.1%
+95.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.1% | -2.7% | +0.1% |
| 7D | -7.4% | +8.7% | -16.1% | -11.9% |
| 30D | -17.5% | -6.5% | -11.0% | -15.1% |
| 3M | +13.1% | -14.2% | +27.3% | +21.3% |
| 6M | +72.6% | +2.7% | +69.9% | +64.8% |
| YTD | +161.2% | +8.9% | +152.3% | +129.6% |
| 1Y | +93.3% | +23.4% | +70.0% | +56.9% |
| 3Y | +80.7% | +257.9% | -177.3% | -28.3% |
| 5Y | +396.1% | +297.8% | +98.3% | +68.4% |
| 10Y | +252.3% | +259.6% | -7.3% | +18.6% |
| All | +303.0% | +207.1% | +95.9% | +24.3% |
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 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