+602.8%
ABBV vs PBF
+259.1%
+343.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | +2.2% | +4.3% | -2.1% | +1.8% |
| 30D | +8.0% | -21.8% | +29.8% | +9.9% |
| 3M | +19.1% | +1.7% | +17.4% | +18.4% |
| 6M | +43.5% | +69.8% | -26.2% | +36.2% |
| YTD | +32.7% | +167.7% | -135.0% | +20.1% |
| 1Y | +30.0% | +89.0% | -58.9% | +21.1% |
| 3Y | +134.7% | +78.8% | +56.0% | +114.2% |
| 5Y | +200.6% | +415.4% | -214.8% | +138.0% |
| All | +602.8% | +259.1% | +343.6% | +427.0% |
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