+338.6%
SPGI vs PBF
+257.4%
+81.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | -0.8% | +3.8% | -4.6% | -1.1% |
| 30D | +14.3% | -22.2% | +36.4% | +16.4% |
| 3M | +14.5% | +1.3% | +13.2% | +13.8% |
| 6M | +17.3% | +69.0% | -51.7% | +11.1% |
| YTD | -4.6% | +166.5% | -171.1% | -14.0% |
| 1Y | +0.8% | +88.1% | -87.3% | -6.4% |
| 3Y | +28.8% | +77.9% | -49.2% | +16.9% |
| 5Y | +14.0% | +413.0% | -399.1% | -10.7% |
| All | +338.6% | +257.4% | +81.1% | +213.9% |
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 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