+379.8%
PBF vs STZ
-29.4%
+409.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | -13.8% | +4.9% | -18.7% | -14.7% |
| 30D | -19.6% | +20.9% | -40.5% | -22.7% |
| 3M | +10.3% | +8.0% | +2.3% | +8.1% |
| 6M | +63.4% | -5.3% | +68.7% | +64.8% |
| YTD | +152.6% | +5.9% | +146.7% | +142.0% |
| 1Y | +87.4% | +14.2% | +73.1% | +74.4% |
| 3Y | +63.3% | -37.0% | +100.2% | +82.6% |
| All | +379.8% | -29.4% | +409.2% | +360.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling