+80.7%
PBF vs SPY
+78.0%
+2.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +1.7% |
| 7D | -7.4% | +0.1% | -7.4% | -7.4% |
| 30D | -17.5% | -3.3% | -14.1% | -15.5% |
| 3M | +13.1% | -2.4% | +15.5% | +14.9% |
| 6M | +72.6% | +2.6% | +70.1% | +67.9% |
| YTD | +161.2% | +11.2% | +150.0% | +133.9% |
| 1Y | +93.3% | +13.4% | +79.9% | +69.5% |
| 3Y | +80.7% | +79.9% | +0.8% | -19.6% |
| All | +80.7% | +78.0% | +2.7% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling