+795.3%
PBF vs SIRI
-43.2%
+838.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +1.4% | -3.9% | +5.3% | +2.0% |
| 30D | +15.8% | -0.8% | +16.7% | +15.9% |
| 3M | +90.3% | +4.3% | +86.0% | +88.1% |
| 6M | +102.8% | +34.1% | +68.8% | +90.2% |
| YTD | +187.3% | +47.3% | +140.0% | +164.5% |
| 1Y | +161.8% | +22.9% | +138.9% | +148.7% |
| 3Y | +55.5% | -24.6% | +80.0% | +54.0% |
| All | +795.3% | -43.2% | +838.5% | +770.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling