+804.0%
PBF vs SM
+111.2%
+692.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.4% | +1.2% |
| 7D | +2.4% | -0.2% | +2.5% | +2.4% |
| 30D | +24.9% | +31.5% | -6.7% | +5.8% |
| 3M | +81.9% | +17.3% | +64.5% | +63.3% |
| 6M | +79.4% | +48.5% | +30.8% | +40.0% |
| YTD | +188.3% | +106.3% | +82.0% | +83.8% |
| 1Y | +177.3% | +47.3% | +130.0% | +113.3% |
| 3Y | +56.0% | -1.4% | +57.4% | +42.9% |
| 5Y | +804.0% | +114.0% | +690.0% | +340.0% |
| All | +804.0% | +111.2% | +692.8% | +340.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling