+81.8%
SPY vs PBF
+735.5%
-653.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.8% |
| 7D | +0.5% | +2.4% | -1.8% | +0.4% |
| 30D | -0.9% | +24.9% | -25.8% | -2.5% |
| 3M | +3.9% | +81.9% | -78.0% | -0.7% |
| 6M | +14.5% | +79.4% | -64.8% | +8.9% |
| YTD | +12.9% | +188.3% | -175.4% | +2.6% |
| 1Y | +19.4% | +177.3% | -157.9% | +8.3% |
| 3Y | +78.5% | +56.0% | +22.5% | +64.3% |
| 5Y | +81.8% | +804.0% | -722.3% | +44.9% |
| All | +81.8% | +735.5% | -653.7% | +44.9% |
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