+97.8%
PBF vs SUNB
+1.3%
+96.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.6% |
| 7D | +2.3% | +10.9% | -8.6% | +7.3% |
| 30D | +11.6% | -9.1% | +20.7% | +7.0% |
| 3M | +81.7% | -7.6% | +89.3% | +78.2% |
| 6M | +96.4% | +2.2% | +94.2% | +114.9% |
| All | +97.8% | +1.3% | +96.5% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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