+362.2%
PBF vs SGI
+263.3%
+99.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | +15.8% | +5.5% | +10.3% | +13.6% |
| 3M | +90.3% | -3.6% | +93.9% | +90.0% |
| 6M | +102.8% | -15.0% | +117.8% | +105.2% |
| YTD | +187.3% | -23.0% | +210.4% | +200.3% |
| 1Y | +161.8% | -18.4% | +180.3% | +166.2% |
| 3Y | +55.5% | +57.8% | -2.3% | +18.8% |
| 5Y | +801.9% | +51.5% | +750.5% | +561.4% |
| 10Y | +362.2% | +275.2% | +87.1% | +96.6% |
| All | +362.2% | +263.3% | +99.0% | +96.6% |
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