+165.3%
PBF vs SARO
-23.7%
+189.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.9% |
| 7D | +2.3% | -4.0% | +6.3% | +2.7% |
| 30D | +11.6% | -16.1% | +27.7% | +13.2% |
| 3M | +81.7% | -4.5% | +86.3% | +79.5% |
| 6M | +96.4% | -17.0% | +113.5% | +98.9% |
| YTD | +189.5% | -17.5% | +207.0% | +192.9% |
| 1Y | +180.7% | -12.3% | +193.0% | +176.5% |
| All | +165.3% | -23.7% | +189.0% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling