+281.9%
PBF vs SPG
+204.9%
+77.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.9% | -5.7% |
| 7D | -15.3% | +5.6% | -20.9% | -18.7% |
| 30D | -21.8% | +17.6% | -39.4% | -30.6% |
| 3M | -0.2% | +7.5% | -7.7% | -5.7% |
| 6M | +63.6% | +18.5% | +45.1% | +42.5% |
| YTD | +147.5% | +30.9% | +116.6% | +97.0% |
| 1Y | +69.8% | +34.1% | +35.7% | +32.8% |
| 3Y | +65.3% | +135.5% | -70.2% | -18.3% |
| 5Y | +393.4% | +86.5% | +306.9% | +180.9% |
| 10Y | +240.3% | +116.1% | +124.2% | +48.0% |
| All | +281.9% | +204.9% | +77.1% | +29.8% |
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