+423.4%
PBF vs SUI
-27.1%
+450.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +5.9% |
| 7D | -4.0% | -2.4% | -1.5% | -3.6% |
| 30D | -18.0% | +3.3% | -21.3% | -18.5% |
| 3M | +0.9% | +0.7% | +0.2% | +0.5% |
| 6M | +65.7% | -4.1% | +69.8% | +66.3% |
| YTD | +161.9% | -1.8% | +163.7% | +160.3% |
| 1Y | +77.8% | -4.1% | +81.8% | +77.8% |
| 3Y | +74.9% | +17.4% | +57.5% | +63.2% |
| 5Y | +423.4% | -27.0% | +450.4% | +465.1% |
| All | +423.4% | -27.1% | +450.5% | +465.1% |
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