+250.9%
PBF vs SM
+18.0%
+232.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +6.5% | +9.4% | -2.9% | +2.3% |
| 30D | -20.0% | -14.4% | -5.6% | -15.0% |
| 3M | -3.3% | +1.6% | -4.9% | -5.2% |
| 6M | +76.8% | +6.3% | +70.5% | +68.9% |
| YTD | +168.9% | +78.8% | +90.2% | +104.9% |
| 1Y | +96.4% | +83.1% | +13.2% | +48.2% |
| 3Y | +77.2% | -5.9% | +83.1% | +72.6% |
| 5Y | +417.7% | +4.8% | +412.9% | +368.2% |
| All | +250.9% | +18.0% | +232.9% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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