+169.5%
PBF vs SARO
-22.5%
+192.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.4% |
| 7D | +5.3% | -3.1% | +8.4% | +5.6% |
| 30D | +11.7% | -12.2% | +24.0% | +12.9% |
| 3M | +91.1% | -7.4% | +98.4% | +90.0% |
| 6M | +88.4% | -15.3% | +103.7% | +90.2% |
| YTD | +194.1% | -16.2% | +210.2% | +197.1% |
| 1Y | +180.4% | -12.1% | +192.5% | +177.3% |
| All | +169.5% | -22.5% | +192.0% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling