+334.9%
PBF vs SFM
+268.6%
+66.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +0.9% |
| 7D | +2.3% | -8.8% | +11.1% | +3.6% |
| 30D | +11.6% | -14.5% | +26.0% | +13.8% |
| 3M | +81.7% | -16.8% | +98.6% | +85.8% |
| 6M | +96.4% | -5.3% | +101.8% | +96.2% |
| YTD | +189.5% | -9.4% | +198.8% | +190.5% |
| 1Y | +180.7% | -46.2% | +226.9% | +202.7% |
| 3Y | +56.6% | +81.3% | -24.6% | +32.1% |
| 5Y | +802.0% | +211.9% | +590.1% | +556.0% |
| All | +334.9% | +268.6% | +66.4% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling