+395.3%
PBF vs SPG
+74.6%
+320.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -13.8% | +4.9% | -18.7% | -15.7% |
| 30D | -19.6% | +15.6% | -35.2% | -24.7% |
| 3M | +10.3% | +4.1% | +6.2% | +8.1% |
| 6M | +63.4% | +13.6% | +49.9% | +52.9% |
| YTD | +152.6% | +27.5% | +125.1% | +120.3% |
| 1Y | +87.4% | +32.2% | +55.1% | +60.3% |
| 3Y | +63.3% | +126.0% | -62.7% | +1.4% |
| All | +395.3% | +74.6% | +320.7% | +254.2% |
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