-3.6%
SSPC vs PBF
+96.7%
-100.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.3% | -10.5% | -7.1% |
| 7D | -15.5% | +2.4% | -17.9% | -15.4% |
| 30D | -31.1% | +24.9% | -56.0% | -31.8% |
| All | -3.6% | +96.7% | -100.3% | -15.7% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · Available span rolling