+180.7%
PBF vs SPXS
-34.6%
+215.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.1% | +0.5% |
| 7D | +2.3% | +6.4% | -4.1% | +1.3% |
| 30D | +11.6% | +6.0% | +5.6% | +10.5% |
| 3M | +81.7% | -11.6% | +93.4% | +84.6% |
| 6M | +96.4% | -28.7% | +125.2% | +110.5% |
| YTD | +189.5% | -26.3% | +215.7% | +212.1% |
| 1Y | +180.7% | -34.9% | +215.7% | +215.0% |
| All | +180.7% | -34.6% | +215.3% | +215.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling