+362.2%
PBF vs SBAC
+78.4%
+283.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +15.8% | +3.9% | +12.0% | +14.9% |
| 3M | +90.3% | -8.2% | +98.5% | +93.2% |
| 6M | +102.8% | -2.8% | +105.6% | +101.5% |
| YTD | +187.3% | -1.5% | +188.9% | +183.3% |
| 1Y | +161.8% | 0.0% | +161.8% | +157.0% |
| 3Y | +55.5% | -8.4% | +63.9% | +51.4% |
| 5Y | +801.9% | -43.5% | +845.4% | +913.5% |
| 10Y | +362.2% | +86.9% | +275.3% | +300.9% |
| All | +362.2% | +78.4% | +283.9% | +300.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling