+56.0%
PBF vs SBAC
-9.5%
+65.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.2% |
| 7D | +2.4% | -0.1% | +2.4% | +2.4% |
| 30D | +24.9% | +3.2% | +21.6% | +25.2% |
| 3M | +81.9% | -5.1% | +86.9% | +81.4% |
| 6M | +79.4% | -2.1% | +81.5% | +80.2% |
| YTD | +188.3% | -0.5% | +188.8% | +189.8% |
| 1Y | +177.3% | +1.1% | +176.1% | +179.0% |
| 3Y | +56.0% | -7.4% | +63.4% | +54.3% |
| All | +56.0% | -9.5% | +65.5% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling