+250.9%
PBF vs SPYG
+393.2%
-142.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.3% |
| 7D | +6.5% | +2.3% | +4.1% | +4.3% |
| 30D | -20.0% | -6.5% | -13.5% | -15.0% |
| 3M | -3.3% | -6.8% | +3.5% | +2.7% |
| 6M | +76.8% | -3.1% | +79.9% | +78.6% |
| YTD | +168.9% | +8.0% | +160.9% | +137.0% |
| 1Y | +96.4% | +10.2% | +86.1% | +68.9% |
| 3Y | +77.2% | +91.0% | -13.8% | -19.8% |
| 5Y | +417.7% | +67.7% | +350.0% | +164.2% |
| All | +250.9% | +393.2% | -142.2% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling