+59.6%
PBF vs SPG
+111.2%
-51.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +4.3% | -2.4% | +6.7% | +5.1% |
| 30D | +22.0% | -6.8% | +28.8% | +24.7% |
| 3M | +74.5% | +2.7% | +71.8% | +71.6% |
| 6M | +67.7% | +5.5% | +62.2% | +62.5% |
| YTD | +179.2% | +15.7% | +163.5% | +158.2% |
| 1Y | +170.0% | +20.9% | +149.1% | +143.5% |
| All | +59.6% | +111.2% | -51.6% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling