+1.8%
SPGI vs PBF
+78.3%
-76.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | +0.6% |
| 7D | -1.4% | -4.0% | +2.6% | -1.5% |
| 30D | +15.3% | -18.0% | +33.2% | +14.5% |
| 3M | +16.5% | +0.9% | +15.6% | +16.4% |
| 6M | +19.8% | +65.7% | -45.9% | +21.6% |
| YTD | -3.2% | +161.9% | -165.1% | +1.0% |
| 1Y | +1.8% | +77.8% | -76.0% | +4.6% |
| All | +1.8% | +78.3% | -76.5% | +4.6% |
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 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