+111.0%
PBF vs SITM
+47.5%
+63.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.4% | +2.7% | -6.7% |
| 7D | -0.9% | -19.5% | +18.6% | -1.2% |
| 30D | -13.7% | -43.2% | +29.5% | -14.6% |
| 3M | +10.6% | -30.8% | +41.5% | +10.6% |
| 6M | +61.2% | -28.6% | +89.8% | +63.5% |
| YTD | +172.7% | +14.2% | +158.5% | +201.0% |
| 1Y | +111.0% | +44.4% | +66.6% | +128.0% |
| All | +111.0% | +47.5% | +63.5% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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