+330.8%
PBF vs STZ
+328.2%
+2.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +4.3% | -1.9% | +6.2% | +5.2% |
| 30D | +22.0% | -1.9% | +23.9% | +22.5% |
| 3M | +74.5% | -6.2% | +80.7% | +77.7% |
| 6M | +67.7% | -14.0% | +81.7% | +75.3% |
| YTD | +179.2% | -5.1% | +184.3% | +175.7% |
| 1Y | +170.0% | -9.6% | +179.6% | +171.1% |
| 3Y | +66.4% | -47.2% | +113.6% | +113.2% |
| 5Y | +764.5% | -33.6% | +798.1% | +864.3% |
| 10Y | +358.5% | -9.8% | +368.3% | +346.3% |
| All | +330.8% | +328.2% | +2.6% | +250.5% |
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