+20.2%
SGOV vs PBF
+799.3%
-779.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | 0.0% | +5.3% | -5.3% | +0.1% |
| 30D | +0.3% | +11.7% | -11.4% | +0.3% |
| 3M | +0.9% | +91.1% | -90.1% | +1.0% |
| 6M | +1.8% | +88.4% | -86.6% | +1.9% |
| YTD | +2.5% | +194.1% | -191.5% | +2.6% |
| 1Y | +3.8% | +180.4% | -176.6% | +3.8% |
| 3Y | +14.4% | +59.3% | -44.9% | +14.4% |
| All | +20.2% | +799.3% | -779.2% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling