+250.9%
PBF vs SPG
+113.9%
+137.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.7% |
| 7D | +6.5% | +2.0% | +4.5% | +4.9% |
| 30D | -20.0% | +17.2% | -37.2% | -29.2% |
| 3M | -3.3% | +6.3% | -9.7% | -8.1% |
| 6M | +76.8% | +18.7% | +58.1% | +53.1% |
| YTD | +168.9% | +30.1% | +138.9% | +113.2% |
| 1Y | +96.4% | +32.8% | +63.6% | +53.3% |
| 3Y | +77.2% | +133.6% | -56.4% | -14.4% |
| 5Y | +417.7% | +84.4% | +333.3% | +190.3% |
| All | +250.9% | +113.9% | +137.0% | +56.3% |
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