+330.8%
PBF vs SPXS
-99.9%
+430.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -0.7% |
| 7D | +4.3% | -0.1% | +4.4% | +4.2% |
| 30D | +22.0% | +0.8% | +21.2% | +22.6% |
| 3M | +74.5% | -4.7% | +79.2% | +71.3% |
| 6M | +67.7% | -29.6% | +97.3% | +40.5% |
| YTD | +179.2% | -29.8% | +209.0% | +134.7% |
| 1Y | +170.0% | -38.9% | +208.9% | +114.0% |
| 3Y | +66.4% | -79.6% | +146.0% | -12.8% |
| 5Y | +764.5% | -85.9% | +850.4% | +356.4% |
| 10Y | +358.5% | -99.5% | +458.0% | -19.8% |
| All | +330.8% | -99.9% | +430.7% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling