+362.3%
PBF vs SFM
+41.7%
+320.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.3% |
| 7D | -7.4% | -10.2% | +2.9% | -6.1% |
| 30D | -17.5% | -23.9% | +6.4% | -15.0% |
| 3M | +13.1% | -42.3% | +55.4% | +20.8% |
| 6M | +72.6% | -40.1% | +112.8% | +82.8% |
| YTD | +161.2% | -37.8% | +199.0% | +173.6% |
| 1Y | +93.3% | -37.1% | +130.4% | +102.0% |
| 3Y | +80.7% | +21.5% | +59.1% | +61.6% |
| 5Y | +396.1% | +103.8% | +292.3% | +289.6% |
| 10Y | +252.3% | +142.0% | +110.3% | +156.3% |
| All | +362.3% | +41.7% | +320.7% | +277.6% |
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