+250.9%
PBF vs SPY
+307.0%
-56.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.0% |
| 7D | +6.5% | +2.6% | +3.9% | +2.8% |
| 30D | -20.0% | -2.0% | -18.0% | -17.9% |
| 3M | -3.3% | -2.8% | -0.6% | 0.0% |
| 6M | +76.8% | +2.1% | +74.7% | +68.6% |
| YTD | +168.9% | +11.5% | +157.5% | +119.5% |
| 1Y | +96.4% | +13.5% | +82.9% | +55.8% |
| 3Y | +77.2% | +77.7% | -0.5% | -31.2% |
| 5Y | +417.7% | +72.6% | +345.1% | +102.8% |
| All | +250.9% | +307.0% | -56.1% | -69.6% |
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