+577.2%
SPY vs PBF
+278.8%
+298.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.7% |
| 7D | -0.9% | -4.0% | +3.1% | -0.5% |
| 30D | -2.4% | -18.0% | +15.6% | -0.5% |
| 3M | -1.2% | +0.9% | -2.1% | -1.8% |
| 6M | +3.3% | +65.7% | -62.4% | -3.3% |
| YTD | +12.3% | +161.9% | -149.6% | -1.3% |
| 1Y | +12.4% | +77.8% | -65.3% | +3.0% |
| 3Y | +78.8% | +74.9% | +3.9% | +59.0% |
| 5Y | +75.2% | +423.4% | -348.2% | +31.4% |
| 10Y | +311.1% | +255.2% | +56.0% | +178.5% |
| All | +577.2% | +278.8% | +298.4% | +330.6% |
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