+341.8%
PBF vs SPYG
+424.6%
-82.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.8% |
| 7D | +5.3% | -0.9% | +6.2% | +6.2% |
| 30D | +11.7% | -1.5% | +13.2% | +13.3% |
| 3M | +91.1% | +3.7% | +87.3% | +82.9% |
| 6M | +88.4% | +16.4% | +72.0% | +56.1% |
| YTD | +194.1% | +13.3% | +180.7% | +149.0% |
| 1Y | +180.4% | +17.9% | +162.5% | +127.0% |
| 3Y | +59.3% | +98.3% | -39.0% | -30.0% |
| 5Y | +816.3% | +86.4% | +729.8% | +311.3% |
| All | +341.8% | +424.6% | -82.8% | -47.4% |
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