+395.3%
PBF vs SUI
-26.3%
+421.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -7.2% |
| 7D | -13.8% | +6.2% | -20.0% | -14.6% |
| 30D | -19.6% | +8.6% | -28.2% | -20.7% |
| 3M | +10.3% | +1.0% | +9.3% | +9.8% |
| 6M | +63.4% | -2.6% | +66.0% | +63.7% |
| YTD | +152.6% | -0.1% | +152.8% | +150.5% |
| 1Y | +87.4% | +0.5% | +86.9% | +85.6% |
| 3Y | +63.3% | +15.3% | +48.0% | +53.6% |
| All | +395.3% | -26.3% | +421.6% | +433.3% |
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