+170.0%
PBF vs STZ
-10.2%
+180.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.5% |
| 7D | +4.3% | -1.9% | +6.2% | +3.9% |
| 30D | +22.0% | -1.9% | +23.9% | +21.5% |
| 3M | +74.5% | -6.2% | +80.7% | +72.8% |
| 6M | +67.7% | -14.0% | +81.7% | +64.7% |
| YTD | +179.2% | -5.1% | +184.3% | +166.2% |
| 1Y | +170.0% | -9.6% | +179.6% | +161.6% |
| All | +170.0% | -10.2% | +180.2% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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