-16.1%
SPGI vs PBF
+176.6%
-192.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.1% |
| 7D | -2.5% | +2.4% | -4.8% | -2.4% |
| 30D | +5.4% | +24.9% | -19.5% | +5.9% |
| 3M | +9.0% | +81.9% | -72.8% | +10.9% |
| 6M | +0.8% | +79.4% | -78.6% | +2.4% |
| YTD | -12.6% | +188.3% | -200.9% | -9.0% |
| 1Y | -16.1% | +177.3% | -193.4% | -13.3% |
| All | -16.1% | +176.6% | -192.7% | -13.3% |
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 · 6 months rolling