+180.7%
PBF vs SPYG
+17.3%
+163.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.4% |
| 7D | +2.3% | -1.8% | +4.1% | +1.6% |
| 30D | +11.6% | -1.9% | +13.5% | +10.7% |
| 3M | +81.7% | +5.2% | +76.6% | +85.0% |
| 6M | +96.4% | +15.6% | +80.9% | +114.5% |
| YTD | +189.5% | +12.4% | +177.1% | +216.4% |
| 1Y | +180.7% | +17.5% | +163.3% | +217.5% |
| All | +180.7% | +17.3% | +163.5% | +217.5% |
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