+55.7%
PBF vs SPYG
+98.4%
-42.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +1.4% | +0.3% | +1.0% | +1.2% |
| 30D | +15.8% | -1.7% | +17.5% | +16.6% |
| 3M | +90.3% | +3.6% | +86.6% | +86.5% |
| 6M | +102.8% | +16.6% | +86.2% | +86.0% |
| YTD | +187.3% | +13.4% | +174.0% | +167.4% |
| 1Y | +161.8% | +19.6% | +142.3% | +134.1% |
| All | +55.7% | +98.4% | -42.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling