+255.2%
PBF vs SGI
+337.7%
-82.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.0% |
| 7D | -4.0% | -10.5% | +6.5% | -0.3% |
| 30D | -18.0% | +0.1% | -18.1% | -18.6% |
| 3M | +0.9% | -4.0% | +4.9% | +1.2% |
| 6M | +65.7% | -5.6% | +71.3% | +63.8% |
| YTD | +161.9% | -29.5% | +191.4% | +179.8% |
| 1Y | +77.8% | -31.5% | +109.3% | +91.9% |
| 3Y | +74.9% | +71.6% | +3.3% | +26.5% |
| 5Y | +423.4% | +50.5% | +372.9% | +272.3% |
| 10Y | +255.2% | +333.9% | -78.7% | +40.7% |
| All | +255.2% | +337.7% | -82.5% | +40.7% |
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