+289.8%
PBF vs STZ
+378.0%
-88.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.8% |
| 7D | -13.8% | +4.9% | -18.7% | -15.9% |
| 30D | -19.6% | +20.9% | -40.5% | -26.4% |
| 3M | +10.3% | +8.0% | +2.3% | +5.2% |
| 6M | +63.4% | -5.3% | +68.7% | +64.2% |
| YTD | +152.6% | +5.9% | +146.7% | +135.6% |
| 1Y | +87.4% | +14.2% | +73.1% | +67.6% |
| 3Y | +63.3% | -37.0% | +100.2% | +90.9% |
| 5Y | +412.5% | -29.7% | +442.2% | +455.5% |
| 10Y | +282.5% | +5.2% | +277.3% | +248.2% |
| All | +289.8% | +378.0% | -88.2% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling