+362.2%
PBF vs Z
-5.7%
+367.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | +1.4% | -7.1% | +8.4% | +2.6% |
| 30D | +15.8% | -4.8% | +20.6% | +16.5% |
| 3M | +90.3% | -9.3% | +99.6% | +91.9% |
| 6M | +102.8% | -29.0% | +131.8% | +112.1% |
| YTD | +187.3% | -52.9% | +240.2% | +222.3% |
| 1Y | +161.8% | -63.1% | +225.0% | +206.6% |
| 3Y | +55.5% | -36.9% | +92.3% | +58.2% |
| 5Y | +801.9% | -65.5% | +867.4% | +889.7% |
| 10Y | +362.2% | -3.9% | +366.1% | +207.2% |
| All | +362.2% | -5.7% | +367.9% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling