+250.9%
PBF vs SBAC
+114.8%
+136.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +6.5% | +0.6% | +5.8% | +6.3% |
| 30D | -20.0% | +5.5% | -25.5% | -21.0% |
| 3M | -3.3% | +3.1% | -6.4% | -4.3% |
| 6M | +76.8% | -7.0% | +83.8% | +78.5% |
| YTD | +168.9% | +0.5% | +168.4% | +163.1% |
| 1Y | +96.4% | +0.2% | +96.1% | +92.3% |
| 3Y | +77.2% | -7.4% | +84.6% | +72.2% |
| 5Y | +417.7% | -39.7% | +457.4% | +471.4% |
| All | +250.9% | +114.8% | +136.1% | +140.1% |
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 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