+240.3%
PBF vs SBAC
+103.9%
+136.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.3% |
| 7D | -15.3% | +3.6% | -18.9% | -16.0% |
| 30D | -21.8% | +4.9% | -26.7% | -22.6% |
| 3M | -0.2% | +6.5% | -6.7% | -1.8% |
| 6M | +63.6% | -11.1% | +74.7% | +66.8% |
| YTD | +147.5% | +0.9% | +146.6% | +142.0% |
| 1Y | +69.8% | -1.6% | +71.4% | +67.3% |
| 3Y | +65.3% | -7.0% | +72.3% | +60.6% |
| 5Y | +393.4% | -39.2% | +432.6% | +443.1% |
| 10Y | +240.3% | +111.4% | +128.9% | +150.3% |
| All | +240.3% | +103.9% | +136.4% | +150.3% |
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