+362.2%
PBF vs SPY
+312.5%
+49.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.3% |
| 7D | +1.4% | -0.4% | +1.7% | +1.8% |
| 30D | +15.8% | -1.4% | +17.2% | +18.1% |
| 3M | +90.3% | +3.7% | +86.6% | +78.9% |
| 6M | +102.8% | +13.0% | +89.8% | +63.7% |
| YTD | +187.3% | +12.4% | +174.9% | +132.9% |
| 1Y | +161.8% | +18.5% | +143.3% | +95.3% |
| 3Y | +55.5% | +77.6% | -22.2% | -39.5% |
| 5Y | +801.9% | +81.7% | +720.2% | +223.0% |
| 10Y | +362.2% | +319.7% | +42.6% | -58.5% |
| All | +362.2% | +312.5% | +49.7% | -58.5% |
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