+334.9%
PBF vs SPXS
-99.5%
+434.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.1% | +1.6% |
| 7D | +2.3% | +6.4% | -4.1% | +5.4% |
| 30D | +11.6% | +6.0% | +5.6% | +14.8% |
| 3M | +81.7% | -11.6% | +93.4% | +71.8% |
| 6M | +96.4% | -28.7% | +125.2% | +65.1% |
| YTD | +189.5% | -26.3% | +215.7% | +148.5% |
| 1Y | +180.7% | -34.9% | +215.7% | +128.6% |
| 3Y | +56.6% | -79.5% | +136.1% | -19.2% |
| 5Y | +802.0% | -85.9% | +887.9% | +364.1% |
| All | +334.9% | -99.5% | +434.4% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling