+89.0%
PBF vs SPG
+32.6%
+56.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.0% |
| 7D | +4.3% | +3.1% | +1.2% | +5.6% |
| 30D | -21.8% | +16.4% | -38.2% | -16.7% |
| 3M | +1.7% | +7.1% | -5.3% | +4.3% |
| 6M | +69.8% | +16.1% | +53.7% | +80.6% |
| YTD | +167.7% | +30.4% | +137.3% | +196.5% |
| 1Y | +89.0% | +33.0% | +56.0% | +105.0% |
| All | +89.0% | +32.6% | +56.4% | +105.0% |
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