+330.8%
PBF vs SPG
+169.4%
+161.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.6% |
| 7D | +4.3% | -2.4% | +6.7% | +6.1% |
| 30D | +22.0% | -6.8% | +28.8% | +28.2% |
| 3M | +74.5% | +2.7% | +71.8% | +69.7% |
| 6M | +67.7% | +5.5% | +62.2% | +57.4% |
| YTD | +179.2% | +15.7% | +163.5% | +143.8% |
| 1Y | +170.0% | +20.9% | +149.1% | +127.1% |
| 3Y | +66.4% | +112.4% | -46.0% | -11.4% |
| 5Y | +764.5% | +101.4% | +663.1% | +359.1% |
| 10Y | +358.5% | +60.6% | +297.9% | +136.0% |
| All | +330.8% | +169.4% | +161.4% | +60.6% |
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