+111.0%
PBF vs SBAC
+2.4%
+108.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.8% | -12.5% | -5.5% |
| 7D | -0.9% | +5.8% | -6.7% | +0.4% |
| 30D | -13.7% | +20.8% | -34.5% | -10.3% |
| 3M | +10.6% | +4.8% | +5.9% | +12.5% |
| 6M | +61.2% | -9.1% | +70.3% | +59.4% |
| YTD | +172.7% | +3.1% | +169.7% | +180.1% |
| 1Y | +111.0% | +2.2% | +108.8% | +121.1% |
| All | +111.0% | +2.4% | +108.6% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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