+320.8%
PBF vs SUI
+412.2%
-91.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.2% | -11.8% | -8.5% |
| 7D | -0.9% | +10.0% | -10.9% | -4.6% |
| 30D | -13.7% | +8.4% | -22.1% | -16.5% |
| 3M | +10.6% | +0.7% | +10.0% | +9.5% |
| 6M | +61.2% | -0.9% | +62.1% | +59.8% |
| YTD | +172.7% | +0.6% | +172.1% | +167.0% |
| 1Y | +111.0% | +0.8% | +110.2% | +106.5% |
| 3Y | +73.6% | +15.5% | +58.1% | +55.9% |
| 5Y | +479.7% | -25.9% | +505.5% | +522.6% |
| 10Y | +312.9% | +119.5% | +193.4% | +198.7% |
| All | +320.8% | +412.2% | -91.4% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling