+11.2%
SPY vs PBF
+82.1%
-70.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.9% | -0.5% |
| 7D | -0.6% | -15.3% | +14.7% | -1.0% |
| 30D | -3.7% | -21.8% | +18.1% | -4.2% |
| 3M | -2.7% | -0.2% | -2.5% | -2.5% |
| 6M | +2.2% | +63.6% | -61.4% | +4.7% |
| YTD | +10.8% | +147.5% | -136.7% | +11.9% |
| 1Y | +11.2% | +69.8% | -58.6% | +15.5% |
| All | +11.2% | +82.1% | -70.9% | +15.5% |
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