+11.7%
SPGI vs PBF
+407.6%
-395.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | +0.3% | -13.8% | +14.0% | +0.7% |
| 30D | +18.4% | -19.6% | +38.0% | +19.1% |
| 3M | +15.7% | +10.3% | +5.4% | +14.9% |
| 6M | +17.3% | +63.4% | -46.2% | +14.6% |
| YTD | -4.7% | +152.6% | -157.4% | -9.2% |
| 1Y | +1.8% | +87.4% | -85.5% | -1.6% |
| 3Y | +31.7% | +63.3% | -31.6% | +24.5% |
| All | +11.7% | +407.6% | -395.9% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling