+420.4%
PBF vs SUI
-26.4%
+446.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | +6.5% | -1.5% | +7.9% | +6.7% |
| 30D | -20.0% | +3.7% | -23.7% | -20.5% |
| 3M | -3.3% | -0.4% | -2.9% | -3.5% |
| 6M | +76.8% | -2.8% | +79.6% | +76.9% |
| YTD | +168.9% | -1.6% | +170.6% | +167.3% |
| 1Y | +96.4% | -2.1% | +98.4% | +95.4% |
| 3Y | +77.2% | +18.5% | +58.7% | +65.0% |
| All | +420.4% | -26.4% | +446.9% | +454.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling