+344.9%
PBF vs SIRI
+32.9%
+312.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.5% |
| 7D | +2.4% | +4.3% | -1.9% | +0.6% |
| 30D | +24.9% | -2.8% | +27.7% | +25.8% |
| 3M | +81.9% | +5.9% | +75.9% | +76.2% |
| 6M | +79.4% | +31.9% | +47.4% | +56.7% |
| YTD | +188.3% | +48.7% | +139.7% | +139.0% |
| 1Y | +177.3% | +23.2% | +154.0% | +146.3% |
| 3Y | +56.0% | -23.9% | +79.9% | +52.7% |
| 5Y | +804.0% | -43.4% | +847.4% | +803.8% |
| 10Y | +334.1% | -13.6% | +347.7% | +263.8% |
| All | +344.9% | +32.9% | +312.0% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling