+343.4%
PBF vs SCHG
+813.2%
-469.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | +0.3% |
| 7D | +1.4% | -0.9% | +2.2% | +2.2% |
| 30D | +15.8% | -2.3% | +18.1% | +18.3% |
| 3M | +90.3% | +4.5% | +85.8% | +81.0% |
| 6M | +102.8% | +13.6% | +89.3% | +74.2% |
| YTD | +187.3% | +7.6% | +179.8% | +159.4% |
| 1Y | +161.8% | +13.0% | +148.8% | +124.0% |
| 3Y | +55.5% | +87.0% | -31.5% | -23.8% |
| 5Y | +801.9% | +82.9% | +719.1% | +326.0% |
| 10Y | +362.2% | +453.6% | -91.4% | -51.4% |
| All | +343.4% | +813.2% | -469.9% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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