+363.8%
PBF vs SM
+15.3%
+348.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.4% | +1.7% |
| 7D | +2.4% | -0.2% | +2.5% | +2.4% |
| 30D | +24.9% | +31.5% | -6.7% | +10.6% |
| 3M | +81.9% | +17.3% | +64.5% | +68.4% |
| 6M | +79.4% | +48.5% | +30.8% | +50.4% |
| YTD | +188.3% | +106.3% | +82.0% | +108.8% |
| 1Y | +177.3% | +47.3% | +130.0% | +130.6% |
| 3Y | +56.0% | -1.4% | +57.4% | +49.3% |
| 5Y | +804.0% | +114.0% | +690.0% | +520.3% |
| All | +363.8% | +15.3% | +348.5% | +64.8% |
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