+79.9%
SPY vs PBF
+74.2%
+5.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +2.2% |
| 7D | +0.1% | -7.4% | +7.4% | +0.4% |
| 30D | -3.3% | -17.5% | +14.1% | -2.5% |
| 3M | -2.4% | +13.1% | -15.5% | -3.4% |
| 6M | +2.6% | +72.6% | -70.1% | -1.4% |
| YTD | +11.2% | +161.2% | -150.0% | +1.5% |
| 1Y | +13.4% | +93.3% | -79.9% | +6.7% |
| 3Y | +79.9% | +80.7% | -0.8% | +57.3% |
| All | +79.9% | +74.2% | +5.7% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling