+269.3%
SAP vs PBF
+265.5%
+3.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.0% |
| 7D | -0.7% | -13.8% | +13.1% | +0.5% |
| 30D | +11.1% | -19.6% | +30.7% | +12.9% |
| 3M | +17.0% | +10.3% | +6.8% | +15.4% |
| 6M | +34.8% | +63.4% | -28.6% | +27.7% |
| YTD | -2.2% | +152.6% | -154.9% | -12.1% |
| 1Y | -6.4% | +87.4% | -93.8% | -13.7% |
| 3Y | +75.1% | +63.3% | +11.9% | +59.5% |
| 5Y | +69.8% | +412.5% | -342.6% | +31.6% |
| 10Y | +219.8% | +282.5% | -62.6% | +122.6% |
| All | +269.3% | +265.5% | +3.9% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling