+250.4%
SYY vs PBF
+287.3%
-36.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.2% |
| 7D | +1.3% | +4.3% | -2.9% | +0.7% |
| 30D | -3.5% | -21.8% | +18.3% | -0.4% |
| 3M | -9.3% | +1.7% | -11.1% | -10.4% |
| 6M | +5.9% | +69.8% | -63.9% | -4.1% |
| YTD | +6.5% | +167.7% | -161.3% | -11.8% |
| 1Y | +4.0% | +89.0% | -84.9% | -9.2% |
| 3Y | +23.0% | +78.8% | -55.8% | +3.5% |
| 5Y | +14.3% | +415.4% | -401.1% | -26.8% |
| 10Y | +85.8% | +263.1% | -177.3% | -0.1% |
| All | +250.4% | +287.3% | -36.9% | +79.2% |
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