+362.2%
PBF vs STZ
-13.0%
+375.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +1.4% | -6.0% | +7.4% | +4.6% |
| 30D | +15.8% | -8.9% | +24.7% | +21.1% |
| 3M | +90.3% | -12.6% | +102.8% | +101.6% |
| 6M | +102.8% | -17.2% | +120.0% | +118.0% |
| YTD | +187.3% | -10.0% | +197.4% | +189.1% |
| 1Y | +161.8% | -14.3% | +176.1% | +169.1% |
| 3Y | +55.5% | -49.9% | +105.4% | +117.6% |
| 5Y | +801.9% | -38.2% | +840.1% | +951.1% |
| 10Y | +362.2% | -12.0% | +374.2% | +334.7% |
| All | +362.2% | -13.0% | +375.3% | +334.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling