+313.1%
PBF vs SGI
+804.9%
-491.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.2% |
| 7D | +4.3% | -10.7% | +15.0% | +8.1% |
| 30D | -21.8% | -3.6% | -18.2% | -21.4% |
| 3M | +1.7% | -5.4% | +7.1% | +2.5% |
| 6M | +69.8% | -7.0% | +76.8% | +68.8% |
| YTD | +167.7% | -31.6% | +199.3% | +187.5% |
| 1Y | +89.0% | -33.5% | +122.5% | +104.8% |
| 3Y | +78.8% | +66.5% | +12.3% | +34.8% |
| 5Y | +415.4% | +42.2% | +373.2% | +286.4% |
| 10Y | +263.1% | +320.9% | -57.8% | +66.7% |
| All | +313.1% | +804.9% | -491.8% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling