-14.8%
SKHY vs PBF
+34.6%
-49.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.7% | +1.6% | -2.8% |
| 7D | -13.1% | -0.9% | -12.2% | -13.0% |
| 30D | -26.6% | -13.7% | -12.9% | -23.2% |
| 3M | -7.3% | +10.6% | -17.9% | -17.3% |
| All | -14.8% | +34.6% | -49.4% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling