+111.5%
SYY vs PBF
+367.4%
-255.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +1.5% | +2.3% | -0.8% | +1.1% |
| 30D | -2.3% | +11.6% | -13.9% | -4.2% |
| 3M | +5.5% | +81.7% | -76.2% | -5.3% |
| 6M | -1.0% | +96.4% | -97.4% | -13.3% |
| YTD | +14.1% | +189.5% | -175.3% | -7.5% |
| 1Y | +5.6% | +180.7% | -175.2% | -14.9% |
| 3Y | +27.9% | +56.6% | -28.7% | +9.7% |
| 5Y | +22.7% | +802.0% | -779.3% | -34.4% |
| All | +111.5% | +367.4% | -255.9% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling