+72.2%
SPY vs PBF
+407.7%
-335.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +2.1% |
| 7D | +0.1% | -7.4% | +7.4% | +0.5% |
| 30D | -3.3% | -17.5% | +14.1% | -2.2% |
| 3M | -2.4% | +13.1% | -15.5% | -3.6% |
| 6M | +2.6% | +72.6% | -70.1% | -2.1% |
| YTD | +11.2% | +161.2% | -150.0% | +1.3% |
| 1Y | +13.4% | +93.3% | -79.9% | +6.0% |
| 3Y | +79.9% | +80.7% | -0.8% | +62.6% |
| 5Y | +72.2% | +396.1% | -323.9% | +41.8% |
| All | +72.2% | +407.7% | -335.6% | +41.8% |
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