+111.0%
PBF vs SFM
-35.8%
+146.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.6% | -10.3% | -6.6% |
| 7D | -0.9% | -12.3% | +11.4% | -0.6% |
| 30D | -13.7% | -16.2% | +2.5% | -13.2% |
| 3M | +10.6% | -36.8% | +47.4% | +13.0% |
| 6M | +61.2% | -32.6% | +93.8% | +62.9% |
| YTD | +172.7% | -31.7% | +204.4% | +176.4% |
| 1Y | +111.0% | -35.0% | +146.0% | +112.9% |
| All | +111.0% | -35.8% | +146.8% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling