+240.3%
PBF vs SM
+4.2%
+236.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.7% | -5.9% |
| 7D | -15.3% | -19.5% | +4.2% | -7.3% |
| 30D | -21.8% | -20.2% | -1.6% | -14.3% |
| 3M | -0.2% | -6.5% | +6.3% | +1.5% |
| 6M | +63.6% | +1.6% | +62.0% | +59.4% |
| YTD | +147.5% | +61.2% | +86.3% | +97.2% |
| 1Y | +69.8% | +65.4% | +4.5% | +33.9% |
| 3Y | +65.3% | -13.0% | +78.3% | +66.6% |
| 5Y | +393.4% | -4.3% | +397.7% | +364.1% |
| 10Y | +240.3% | +3.0% | +237.3% | +28.3% |
| All | +240.3% | +4.2% | +236.1% | +28.3% |
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