+330.8%
PBF vs SBAC
+201.7%
+129.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | +4.3% | -0.8% | +5.1% | +4.5% |
| 30D | +22.0% | +6.9% | +15.1% | +19.9% |
| 3M | +74.5% | -8.2% | +82.7% | +77.7% |
| 6M | +67.7% | -1.6% | +69.3% | +65.7% |
| YTD | +179.2% | -0.1% | +179.3% | +173.3% |
| 1Y | +170.0% | -0.5% | +170.5% | +164.3% |
| 3Y | +66.4% | -9.1% | +75.4% | +61.8% |
| 5Y | +764.5% | -43.8% | +808.3% | +880.8% |
| 10Y | +358.5% | +80.5% | +278.0% | +222.3% |
| All | +330.8% | +201.7% | +129.1% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling