+111.0%
PBF vs SPYG
+10.8%
+100.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -7.9% | -6.0% |
| 7D | -0.9% | -2.8% | +1.9% | -2.2% |
| 30D | -13.7% | -6.2% | -7.5% | -16.4% |
| 3M | +10.6% | -3.6% | +14.2% | +8.7% |
| 6M | +61.2% | +4.8% | +56.4% | +66.9% |
| YTD | +172.7% | +11.0% | +161.7% | +205.2% |
| 1Y | +111.0% | +11.2% | +99.8% | +136.1% |
| All | +111.0% | +10.8% | +100.2% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling