+330.8%
PBF vs SGI
+943.0%
-612.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +4.3% | +8.5% | -4.3% | +1.4% |
| 30D | +22.0% | +0.7% | +21.3% | +21.4% |
| 3M | +74.5% | +0.6% | +73.9% | +71.6% |
| 6M | +67.7% | -17.9% | +85.6% | +71.8% |
| YTD | +179.2% | -21.2% | +200.4% | +189.0% |
| 1Y | +170.0% | -18.9% | +188.9% | +175.1% |
| 3Y | +66.4% | +52.6% | +13.7% | +30.9% |
| 5Y | +764.5% | +60.7% | +703.8% | +529.4% |
| 10Y | +358.5% | +278.1% | +80.4% | +113.8% |
| All | +330.8% | +943.0% | -612.2% | +70.3% |
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