+182.5%
PBF vs SITM
+4,507.3%
-4,324.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +3.7% |
| 7D | +2.4% | +8.4% | -6.0% | +0.8% |
| 30D | +24.9% | -17.4% | +42.3% | +28.7% |
| 3M | +81.9% | -9.8% | +91.7% | +81.3% |
| 6M | +79.4% | +83.0% | -3.6% | +50.3% |
| YTD | +188.3% | +69.6% | +118.7% | +141.7% |
| 1Y | +177.3% | +144.9% | +32.4% | +110.6% |
| 3Y | +56.0% | +429.9% | -373.9% | -10.1% |
| 5Y | +804.0% | +169.2% | +634.9% | +429.4% |
| All | +182.5% | +4,507.3% | -4,324.8% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling