+63.3%
PBF vs SUI
+15.1%
+48.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -7.3% |
| 7D | -13.8% | +6.2% | -20.0% | -14.0% |
| 30D | -19.6% | +8.6% | -28.2% | -19.8% |
| 3M | +10.3% | +1.0% | +9.3% | +10.4% |
| 6M | +63.4% | -2.6% | +66.0% | +64.1% |
| YTD | +152.6% | -0.1% | +152.8% | +151.4% |
| 1Y | +87.4% | +0.5% | +86.9% | +86.3% |
| 3Y | +63.3% | +15.3% | +48.0% | +49.1% |
| All | +63.3% | +15.1% | +48.1% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling