+804.0%
PBF vs SFM
+219.5%
+584.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.5% | +9.8% | +3.7% |
| 7D | +2.4% | -5.8% | +8.2% | +2.8% |
| 30D | +24.9% | -11.4% | +36.2% | +25.8% |
| 3M | +81.9% | -12.2% | +94.1% | +83.0% |
| 6M | +79.4% | -5.2% | +84.5% | +79.3% |
| YTD | +188.3% | -4.5% | +192.8% | +187.9% |
| 1Y | +177.3% | -45.4% | +222.6% | +188.0% |
| 3Y | +56.0% | +91.1% | -35.1% | +42.2% |
| 5Y | +804.0% | +226.8% | +577.2% | +644.4% |
| All | +804.0% | +219.5% | +584.5% | +644.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling