+111.0%
PBF vs STZ
+14.7%
+96.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.3% | -12.0% | -5.5% |
| 7D | -0.9% | +13.0% | -13.9% | +1.7% |
| 30D | -13.7% | +29.4% | -43.1% | -8.6% |
| 3M | +10.6% | +11.6% | -1.0% | +13.2% |
| 6M | +61.2% | -0.2% | +61.4% | +62.3% |
| YTD | +172.7% | +8.6% | +164.2% | +157.4% |
| 1Y | +111.0% | +15.9% | +95.1% | +103.3% |
| All | +111.0% | +14.7% | +96.3% | +103.3% |
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