+240.3%
SAP vs PBF
+303.9%
-63.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -2.9% | +4.3% | -7.2% | -3.3% |
| 30D | +9.0% | +22.0% | -13.0% | +7.0% |
| 3M | +14.9% | +74.5% | -59.6% | +8.8% |
| 6M | +11.9% | +67.7% | -55.8% | +5.6% |
| YTD | -9.9% | +179.2% | -189.1% | -19.4% |
| 1Y | -19.5% | +170.0% | -189.5% | -28.2% |
| 3Y | +61.8% | +66.4% | -4.6% | +47.8% |
| 5Y | +56.2% | +764.5% | -708.3% | +14.4% |
| 10Y | +180.6% | +358.5% | -177.9% | +92.1% |
| All | +240.3% | +303.9% | -63.5% | +118.9% |
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