+1,002.3%
SPGI vs PBF
+277.8%
+724.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.4% |
| 7D | -0.9% | -7.4% | +6.5% | -0.3% |
| 30D | +15.5% | -17.5% | +33.0% | +17.2% |
| 3M | +15.7% | +13.1% | +2.5% | +13.7% |
| 6M | +19.1% | +72.6% | -53.6% | +12.1% |
| YTD | -4.1% | +161.2% | -165.3% | -14.1% |
| 1Y | +1.2% | +93.3% | -92.1% | -7.0% |
| 3Y | +31.6% | +80.7% | -49.1% | +18.4% |
| 5Y | +12.4% | +396.1% | -383.6% | -13.1% |
| 10Y | +334.3% | +252.3% | +82.0% | +196.0% |
| All | +1,002.3% | +277.8% | +724.5% | +578.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling