+490.3%
ABBV vs PBF
+364.0%
+126.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -4.1% | +1.4% | -5.5% | -4.2% |
| 30D | +1.2% | +15.8% | -14.7% | -0.1% |
| 3M | +12.1% | +90.3% | -78.2% | +5.8% |
| 6M | +12.0% | +102.8% | -90.8% | +4.6% |
| YTD | +12.4% | +187.3% | -174.9% | +1.3% |
| 1Y | +22.9% | +161.8% | -138.9% | +11.2% |
| 3Y | +86.8% | +55.5% | +31.3% | +73.2% |
| 5Y | +181.0% | +801.9% | -620.9% | +108.3% |
| All | +490.3% | +364.0% | +126.3% | +321.9% |
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