+232.2%
PBF vs Z
+25.1%
+207.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | +4.3% | -3.0% | +7.3% | +4.8% |
| 30D | +22.0% | -4.2% | +26.2% | +22.6% |
| 3M | +74.5% | -3.7% | +78.2% | +74.3% |
| 6M | +67.7% | -24.5% | +92.2% | +73.8% |
| YTD | +179.2% | -49.3% | +228.5% | +209.4% |
| 1Y | +170.0% | -58.7% | +228.7% | +209.5% |
| 3Y | +66.4% | -34.1% | +100.5% | +68.4% |
| 5Y | +764.5% | -64.5% | +829.0% | +845.2% |
| 10Y | +358.5% | -0.5% | +359.0% | +217.9% |
| All | +232.2% | +25.1% | +207.1% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling