+13.7%
SPGI vs PBF
+419.4%
-405.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +1.2% | +6.5% | -5.2% | +1.0% |
| 30D | +15.9% | -20.0% | +35.9% | +16.6% |
| 3M | +12.3% | -3.3% | +15.6% | +12.1% |
| 6M | +23.7% | +76.8% | -53.1% | +20.6% |
| YTD | -3.5% | +168.9% | -172.5% | -8.2% |
| 1Y | +0.4% | +96.4% | -95.9% | -3.0% |
| 3Y | +29.9% | +77.2% | -47.3% | +22.5% |
| All | +13.7% | +419.4% | -405.7% | +1.6% |
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 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