+250.9%
PBF vs SUI
+123.0%
+127.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.1% |
| 7D | +6.5% | -1.5% | +7.9% | +7.1% |
| 30D | -20.0% | +3.7% | -23.7% | -21.4% |
| 3M | -3.3% | -0.4% | -2.9% | -4.0% |
| 6M | +76.8% | -2.8% | +79.6% | +76.4% |
| YTD | +168.9% | -1.6% | +170.6% | +165.1% |
| 1Y | +96.4% | -2.1% | +98.4% | +94.0% |
| 3Y | +77.2% | +18.5% | +58.7% | +55.0% |
| 5Y | +417.7% | -26.5% | +444.3% | +464.8% |
| All | +250.9% | +123.0% | +127.9% | +153.1% |
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