+163.3%
PBF vs SARO
-21.9%
+185.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +1.4% | +0.6% | +0.7% | +1.3% |
| 30D | +15.8% | -14.5% | +30.4% | +17.4% |
| 3M | +90.3% | -5.3% | +95.6% | +88.5% |
| 6M | +102.8% | -15.3% | +118.1% | +105.2% |
| YTD | +187.3% | -15.6% | +202.9% | +190.1% |
| 1Y | +161.8% | -9.1% | +170.9% | +156.1% |
| All | +163.3% | -21.9% | +185.2% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling