+804.0%
PBF vs SPG
+106.4%
+697.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +2.7% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +24.9% | -4.9% | +29.8% | +27.7% |
| 3M | +81.9% | +3.3% | +78.6% | +78.0% |
| 6M | +79.4% | +11.2% | +68.2% | +67.4% |
| YTD | +188.3% | +17.1% | +171.3% | +161.3% |
| 1Y | +177.3% | +21.6% | +155.7% | +145.4% |
| 3Y | +56.0% | +111.9% | -55.9% | -0.9% |
| 5Y | +804.0% | +106.9% | +697.1% | +394.0% |
| All | +804.0% | +106.4% | +697.7% | +394.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling