+74.8%
PBF vs STZ
-37.0%
+111.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | -13.8% | +4.9% | -18.7% | -14.1% |
| 30D | -19.6% | +20.9% | -40.5% | -21.0% |
| 3M | +10.3% | +8.0% | +2.3% | +9.2% |
| 6M | +63.4% | -5.3% | +68.7% | +64.7% |
| YTD | +152.6% | +5.9% | +146.7% | +144.4% |
| 1Y | +87.4% | +14.2% | +73.1% | +77.3% |
| All | +74.8% | -37.0% | +111.8% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling