+315.0%
PBF vs SPXS
-99.9%
+414.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +1.1% |
| 7D | +6.5% | -7.5% | +14.0% | +2.9% |
| 30D | -20.0% | +5.3% | -25.3% | -17.3% |
| 3M | -3.3% | +9.7% | -13.0% | +1.9% |
| 6M | +76.8% | -4.6% | +81.4% | +75.0% |
| YTD | +168.9% | -25.8% | +194.7% | +134.0% |
| 1Y | +96.4% | -28.8% | +125.1% | +67.9% |
| 3Y | +77.2% | -80.2% | +157.4% | -8.6% |
| 5Y | +417.7% | -83.2% | +500.9% | +200.1% |
| 10Y | +264.7% | -99.5% | +364.2% | -34.5% |
| All | +315.0% | -99.9% | +414.9% | -59.6% |
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