+177.3%
PBF vs STZ
-16.0%
+193.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.6% | +8.9% | +2.0% |
| 7D | +2.4% | -7.4% | +9.8% | +0.7% |
| 30D | +24.9% | -10.9% | +35.8% | +21.9% |
| 3M | +81.9% | -13.4% | +95.3% | +77.2% |
| 6M | +79.4% | -16.2% | +95.6% | +74.0% |
| YTD | +188.3% | -10.4% | +198.8% | +171.6% |
| 1Y | +177.3% | -14.8% | +192.0% | +164.9% |
| All | +177.3% | -16.0% | +193.2% | +164.9% |
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