+341.8%
PBF vs SIRI
-10.2%
+352.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.2% |
| 7D | +5.3% | +0.6% | +4.8% | +5.1% |
| 30D | +11.7% | +2.5% | +9.2% | +10.5% |
| 3M | +91.1% | +6.6% | +84.5% | +84.9% |
| 6M | +88.4% | +32.9% | +55.6% | +64.7% |
| YTD | +194.1% | +50.5% | +143.6% | +144.1% |
| 1Y | +180.4% | +28.0% | +152.4% | +146.3% |
| 3Y | +59.3% | -22.4% | +81.7% | +55.1% |
| 5Y | +816.3% | -41.3% | +857.5% | +791.5% |
| All | +341.8% | -10.2% | +352.0% | +257.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling