+295.5%
SPGI vs PBF
+354.3%
-58.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.5% |
| 7D | -2.5% | +2.4% | -4.8% | -2.7% |
| 30D | +5.4% | +24.9% | -19.5% | +3.4% |
| 3M | +9.0% | +81.9% | -72.8% | +3.2% |
| 6M | +0.8% | +79.4% | -78.6% | -5.0% |
| YTD | -12.6% | +188.3% | -200.9% | -21.3% |
| 1Y | -16.1% | +177.3% | -193.4% | -24.7% |
| 3Y | +19.0% | +56.0% | -37.0% | +9.9% |
| 5Y | +5.1% | +804.0% | -799.0% | -22.4% |
| 10Y | +295.5% | +334.1% | -38.6% | +180.6% |
| All | +295.5% | +354.3% | -58.8% | +180.6% |
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