+161.8%
PBF vs SM
+46.0%
+115.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +15.8% | +20.3% | -4.4% | +3.7% |
| 3M | +90.3% | +22.9% | +67.4% | +66.8% |
| 6M | +102.8% | +47.8% | +55.0% | +61.4% |
| YTD | +187.3% | +107.5% | +79.9% | +87.9% |
| 1Y | +161.8% | +51.7% | +110.1% | +101.4% |
| All | +161.8% | +46.0% | +115.8% | +101.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling