+163.5%
PBF vs SITM
+3,319.5%
-3,156.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +1.5% |
| 7D | +6.5% | +6.6% | -0.2% | +5.2% |
| 30D | -20.0% | -15.3% | -4.7% | -18.2% |
| 3M | -3.3% | -35.4% | +32.0% | +3.2% |
| 6M | +76.8% | -46.8% | +123.6% | +91.3% |
| YTD | +168.9% | +25.9% | +143.1% | +135.6% |
| 1Y | +96.4% | +54.0% | +42.4% | +63.3% |
| 3Y | +77.2% | +315.6% | -238.4% | +5.8% |
| 5Y | +417.7% | +74.4% | +343.3% | +234.4% |
| All | +163.5% | +3,319.5% | -3,156.0% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling