+362.2%
PBF vs SPG
+59.6%
+302.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +1.5% |
| 7D | +1.4% | -1.7% | +3.0% | +2.6% |
| 30D | +15.8% | -6.3% | +22.1% | +21.4% |
| 3M | +90.3% | -2.4% | +92.7% | +92.4% |
| 6M | +102.8% | +9.6% | +93.2% | +84.0% |
| YTD | +187.3% | +14.2% | +173.1% | +152.2% |
| 1Y | +161.8% | +19.3% | +142.5% | +121.2% |
| 3Y | +55.5% | +106.7% | -51.2% | -17.4% |
| 5Y | +801.9% | +104.2% | +697.7% | +361.0% |
| 10Y | +362.2% | +63.7% | +298.6% | +129.8% |
| All | +362.2% | +59.6% | +302.7% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling