+801.9%
PBF vs SPXS
-85.7%
+887.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | +0.1% |
| 7D | +1.4% | +1.2% | +0.1% | +1.7% |
| 30D | +15.8% | +5.2% | +10.7% | +17.5% |
| 3M | +90.3% | -9.2% | +99.4% | +85.8% |
| 6M | +102.8% | -29.6% | +132.4% | +83.4% |
| YTD | +187.3% | -27.6% | +215.0% | +162.9% |
| 1Y | +161.8% | -36.7% | +198.6% | +131.3% |
| 3Y | +55.5% | -79.8% | +135.3% | +6.8% |
| 5Y | +801.9% | -85.9% | +887.8% | +558.9% |
| All | +801.9% | -85.7% | +887.6% | +558.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling