+24.2%
ABBV vs PBF
+167.4%
-143.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | -2.0% | +2.3% | -4.3% | -2.0% |
| 30D | +2.0% | +11.6% | -9.6% | +2.0% |
| 3M | +14.2% | +81.7% | -67.6% | +14.4% |
| 6M | +14.1% | +96.4% | -82.4% | +14.5% |
| YTD | +14.2% | +189.5% | -175.2% | +16.8% |
| 1Y | +24.2% | +180.7% | -156.5% | +29.4% |
| All | +24.2% | +167.4% | -143.1% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling