+265.3%
SYY vs PBF
+303.9%
-38.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -2.3% | +4.3% | -6.6% | -2.9% |
| 30D | -4.9% | +22.0% | -26.9% | -7.9% |
| 3M | +8.4% | +74.5% | -66.1% | -1.3% |
| 6M | -7.4% | +67.7% | -75.0% | -16.1% |
| YTD | +11.0% | +179.2% | -168.2% | -8.0% |
| 1Y | -0.2% | +170.0% | -170.2% | -17.7% |
| 3Y | +23.8% | +66.4% | -42.6% | +6.2% |
| 5Y | +18.1% | +764.5% | -746.4% | -31.8% |
| 10Y | +94.6% | +358.5% | -263.9% | +3.4% |
| All | +265.3% | +303.9% | -38.5% | +87.1% |
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