+188.1%
PBF vs SITM
+4,789.7%
-4,601.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -4.0% | +0.6% |
| 7D | +5.3% | +3.9% | +1.5% | +4.6% |
| 30D | +11.7% | -6.6% | +18.3% | +12.7% |
| 3M | +91.1% | -11.9% | +102.9% | +91.6% |
| 6M | +88.4% | +81.1% | +7.3% | +59.0% |
| YTD | +194.1% | +80.0% | +114.1% | +143.9% |
| 1Y | +180.4% | +145.8% | +34.6% | +113.3% |
| 3Y | +59.3% | +475.9% | -416.6% | -9.7% |
| 5Y | +816.3% | +189.2% | +627.0% | +428.8% |
| All | +188.1% | +4,789.7% | -4,601.6% | -45.8% |
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