+240.3%
PBF vs SPY
+304.1%
-63.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.9% | -4.7% |
| 7D | -15.3% | -0.6% | -14.7% | -14.7% |
| 30D | -21.8% | -3.7% | -18.1% | -17.7% |
| 3M | -0.2% | -2.7% | +2.5% | +3.2% |
| 6M | +63.6% | +2.2% | +61.4% | +55.8% |
| YTD | +147.5% | +10.8% | +136.7% | +103.6% |
| 1Y | +69.8% | +11.2% | +58.6% | +38.8% |
| 3Y | +65.3% | +76.5% | -11.2% | -35.3% |
| 5Y | +393.4% | +72.9% | +320.4% | +91.9% |
| 10Y | +240.3% | +304.8% | -64.5% | -69.7% |
| All | +240.3% | +304.1% | -63.8% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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