+176.2%
SAP vs PBF
+354.3%
-178.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -1.9% |
| 7D | -0.3% | +2.4% | -2.6% | -0.5% |
| 30D | +2.6% | +24.9% | -22.3% | +0.6% |
| 3M | +16.3% | +81.9% | -65.6% | +10.0% |
| 6M | +6.4% | +79.4% | -73.0% | +0.1% |
| YTD | -11.4% | +188.3% | -199.7% | -20.5% |
| 1Y | -20.4% | +177.3% | -197.7% | -28.7% |
| 3Y | +56.5% | +56.0% | +0.5% | +44.5% |
| 5Y | +56.8% | +804.0% | -747.2% | +15.5% |
| 10Y | +176.2% | +334.1% | -157.9% | +97.3% |
| All | +176.2% | +354.3% | -178.1% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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