+718.6%
PBF vs SUI
-32.0%
+750.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +4.3% | -2.8% | +7.1% | +4.8% |
| 30D | +22.0% | -1.2% | +23.2% | +22.1% |
| 3M | +74.5% | -1.7% | +76.2% | +74.5% |
| 6M | +67.7% | -10.5% | +78.2% | +70.7% |
| YTD | +179.2% | -1.8% | +181.0% | +178.0% |
| 1Y | +170.0% | -4.1% | +174.1% | +170.0% |
| 3Y | +66.4% | +11.3% | +55.1% | +58.4% |
| All | +718.6% | -32.0% | +750.6% | +682.1% |
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