+170.0%
PBF vs SPG
+21.3%
+148.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.7% |
| 7D | +4.3% | -2.4% | +6.7% | +3.2% |
| 30D | +22.0% | -6.8% | +28.8% | +18.3% |
| 3M | +74.5% | +2.7% | +71.8% | +76.2% |
| 6M | +67.7% | +5.5% | +62.2% | +76.1% |
| YTD | +179.2% | +15.7% | +163.5% | +195.2% |
| 1Y | +170.0% | +20.9% | +149.1% | +188.5% |
| All | +170.0% | +21.3% | +148.7% | +188.5% |
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