+304.1%
PBF vs SPG
+205.2%
+98.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | -4.0% | +2.7% | -6.7% | -5.8% |
| 30D | -18.0% | +16.6% | -34.5% | -26.8% |
| 3M | +0.9% | +8.1% | -7.2% | -5.0% |
| 6M | +65.7% | +19.3% | +46.4% | +43.7% |
| YTD | +161.9% | +31.1% | +130.8% | +108.3% |
| 1Y | +77.8% | +32.8% | +45.0% | +40.1% |
| 3Y | +74.9% | +135.8% | -60.9% | -13.6% |
| 5Y | +423.4% | +85.1% | +338.3% | +199.9% |
| 10Y | +255.2% | +115.9% | +139.2% | +54.5% |
| All | +304.1% | +205.2% | +98.9% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling