+85.2%
ABBV vs PBF
+62.4%
+22.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.1% |
| 7D | -4.3% | +2.4% | -6.7% | -4.4% |
| 30D | +1.1% | +24.9% | -23.8% | +0.3% |
| 3M | +12.3% | +81.9% | -69.5% | +9.7% |
| 6M | +9.8% | +79.4% | -69.6% | +7.0% |
| YTD | +11.5% | +188.3% | -176.9% | +6.4% |
| 1Y | +22.3% | +177.3% | -155.0% | +16.4% |
| 3Y | +85.2% | +56.0% | +29.2% | +77.6% |
| All | +85.2% | +62.4% | +22.8% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling