+250.9%
PBF vs SGI
+319.5%
-68.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +6.5% | -5.3% | +11.8% | +8.4% |
| 30D | -20.0% | -2.1% | -17.9% | -20.0% |
| 3M | -3.3% | -8.2% | +4.8% | -1.6% |
| 6M | +76.8% | -4.6% | +81.4% | +73.8% |
| YTD | +168.9% | -31.5% | +200.4% | +189.9% |
| 1Y | +96.4% | -30.8% | +127.2% | +110.6% |
| 3Y | +77.2% | +67.2% | +10.0% | +29.3% |
| 5Y | +417.7% | +42.5% | +375.2% | +276.5% |
| All | +250.9% | +319.5% | -68.6% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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