+177.3%
PBF vs SPG
+22.1%
+155.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.8% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | +24.9% | -4.9% | +29.8% | +22.2% |
| 3M | +81.9% | +3.3% | +78.6% | +84.0% |
| 6M | +79.4% | +11.2% | +68.2% | +88.4% |
| YTD | +188.3% | +17.1% | +171.3% | +206.4% |
| 1Y | +177.3% | +21.6% | +155.7% | +195.9% |
| All | +177.3% | +22.1% | +155.1% | +195.9% |
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