+304.1%
PBF vs SPY
+573.5%
-269.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +3.9% |
| 7D | -4.0% | -0.9% | -3.1% | -2.6% |
| 30D | -18.0% | -2.4% | -15.6% | -15.4% |
| 3M | +0.9% | -1.2% | +2.1% | +2.1% |
| 6M | +65.7% | +3.3% | +62.4% | +55.6% |
| YTD | +161.9% | +12.3% | +149.6% | +112.2% |
| 1Y | +77.8% | +12.4% | +65.3% | +43.6% |
| 3Y | +74.9% | +78.8% | -3.9% | -31.1% |
| 5Y | +423.4% | +75.2% | +348.2% | +104.4% |
| 10Y | +255.2% | +311.1% | -56.0% | -58.7% |
| All | +304.1% | +573.5% | -269.4% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling