+111.0%
PBF vs SPG
+34.3%
+76.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.9% | -9.6% | -5.4% |
| 7D | -0.9% | +8.2% | -9.1% | +2.3% |
| 30D | -13.7% | +13.5% | -27.2% | -9.1% |
| 3M | +10.6% | +2.2% | +8.4% | +11.2% |
| 6M | +61.2% | +15.9% | +45.3% | +72.0% |
| YTD | +172.7% | +27.6% | +145.1% | +200.0% |
| 1Y | +111.0% | +30.9% | +80.1% | +127.9% |
| All | +111.0% | +34.3% | +76.7% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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