+394.2%
PBF vs SFM
+132.6%
+261.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.7% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +22.0% | -4.4% | +26.4% | +22.6% |
| 3M | +74.5% | +1.5% | +73.0% | +73.5% |
| 6M | +67.7% | +6.5% | +61.2% | +64.8% |
| YTD | +179.2% | +2.2% | +177.0% | +175.6% |
| 1Y | +170.0% | -41.9% | +211.9% | +188.2% |
| 3Y | +66.4% | +106.8% | -40.4% | +39.1% |
| 5Y | +764.5% | +231.6% | +532.9% | +540.3% |
| 10Y | +358.5% | +258.4% | +100.1% | +218.0% |
| All | +394.2% | +132.6% | +261.6% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling