+801.9%
PBF vs SGI
+56.1%
+745.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +15.8% | +5.5% | +10.3% | +15.0% |
| 3M | +90.3% | -3.6% | +93.9% | +90.2% |
| 6M | +102.8% | -15.0% | +117.8% | +104.9% |
| YTD | +187.3% | -23.0% | +210.4% | +196.6% |
| 1Y | +161.8% | -18.4% | +180.3% | +165.9% |
| 3Y | +55.5% | +57.8% | -2.3% | +34.0% |
| 5Y | +801.9% | +51.5% | +750.5% | +853.4% |
| All | +801.9% | +56.1% | +745.8% | +853.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling