+289.8%
PBF vs SM
-27.0%
+316.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -13.8% | -25.9% | +12.1% | -3.8% |
| 30D | -19.6% | -15.1% | -4.5% | -14.8% |
| 3M | +10.3% | +4.9% | +5.4% | +7.4% |
| 6M | +63.4% | +6.1% | +57.3% | +57.6% |
| YTD | +152.6% | +63.4% | +89.2% | +107.2% |
| 1Y | +87.4% | +72.5% | +14.9% | +50.7% |
| 3Y | +63.3% | -16.9% | +80.2% | +68.4% |
| 5Y | +412.5% | -10.6% | +423.1% | +404.8% |
| 10Y | +282.5% | +11.3% | +271.2% | +92.3% |
| All | +289.8% | -27.0% | +316.8% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling