+170.0%
PBF vs SIRI
+28.3%
+141.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.6% |
| 7D | +4.3% | +1.6% | +2.7% | +4.5% |
| 30D | +22.0% | -4.7% | +26.7% | +21.5% |
| 3M | +74.5% | +5.3% | +69.2% | +73.7% |
| 6M | +67.7% | +30.5% | +37.2% | +62.1% |
| YTD | +179.2% | +49.6% | +129.5% | +164.2% |
| 1Y | +170.0% | +28.5% | +141.5% | +157.1% |
| All | +170.0% | +28.3% | +141.7% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling