+804.0%
PBF vs SPY
+81.8%
+722.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.7% |
| 7D | +2.4% | +0.5% | +1.8% | +1.9% |
| 30D | +24.9% | -0.9% | +25.8% | +25.8% |
| 3M | +81.9% | +3.9% | +78.0% | +75.6% |
| 6M | +79.4% | +14.5% | +64.8% | +56.9% |
| YTD | +188.3% | +12.9% | +175.4% | +155.5% |
| 1Y | +177.3% | +19.4% | +157.9% | +132.9% |
| 3Y | +56.0% | +78.5% | -22.5% | -8.4% |
| 5Y | +804.0% | +81.8% | +722.3% | +442.5% |
| All | +804.0% | +81.8% | +722.3% | +442.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling