+344.9%
PBF vs SCCO
+792.4%
-447.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.9% | -1.7% | +0.7% |
| 7D | +2.4% | +3.4% | -1.1% | +0.5% |
| 30D | +24.9% | +6.6% | +18.3% | +19.8% |
| 3M | +81.9% | +24.5% | +57.4% | +57.1% |
| 6M | +79.4% | +16.5% | +62.9% | +50.8% |
| YTD | +188.3% | +52.1% | +136.2% | +99.4% |
| 1Y | +177.3% | +114.2% | +63.1% | +51.5% |
| 3Y | +56.0% | +207.4% | -151.4% | -38.0% |
| 5Y | +804.0% | +353.7% | +450.3% | +159.1% |
| 10Y | +334.1% | +1,144.5% | -810.4% | -28.2% |
| All | +344.9% | +792.4% | -447.5% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SCCO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling