+170.0%
PBF vs SARO
-7.4%
+177.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.2% |
| 7D | +4.3% | -0.8% | +5.1% | +4.1% |
| 30D | +22.0% | -20.0% | +42.0% | +15.8% |
| 3M | +74.5% | -2.9% | +77.4% | +72.4% |
| 6M | +67.7% | -17.7% | +85.3% | +71.6% |
| YTD | +179.2% | -13.5% | +192.7% | +180.0% |
| 1Y | +170.0% | -9.7% | +179.7% | +167.1% |
| All | +170.0% | -7.4% | +177.4% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling