+718.6%
PBF vs STZ
-33.3%
+751.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +4.3% | -1.9% | +6.2% | +4.7% |
| 30D | +22.0% | -1.9% | +23.9% | +22.2% |
| 3M | +74.5% | -6.2% | +80.7% | +76.1% |
| 6M | +67.7% | -14.0% | +81.7% | +71.9% |
| YTD | +179.2% | -5.1% | +184.3% | +174.1% |
| 1Y | +170.0% | -9.6% | +179.6% | +169.1% |
| 3Y | +66.4% | -47.2% | +113.6% | +98.6% |
| All | +718.6% | -33.3% | +751.9% | +727.3% |
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 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