+240.3%
PBF vs SUI
+117.1%
+123.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.3% | -4.9% |
| 7D | -15.3% | +3.4% | -18.7% | -16.5% |
| 30D | -21.8% | +4.6% | -26.4% | -23.4% |
| 3M | -0.2% | +1.6% | -1.8% | -1.7% |
| 6M | +63.6% | -3.5% | +67.1% | +63.8% |
| YTD | +147.5% | -1.0% | +148.5% | +143.5% |
| 1Y | +69.8% | -1.7% | +71.6% | +67.7% |
| 3Y | +65.3% | +18.4% | +46.9% | +44.8% |
| 5Y | +393.4% | -26.3% | +419.7% | +438.3% |
| 10Y | +240.3% | +123.3% | +117.0% | +144.3% |
| All | +240.3% | +117.1% | +123.2% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling