+135.1%
ABBV vs PBF
+75.3%
+59.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | +0.2% |
| 7D | +0.1% | -4.0% | +4.0% | +0.1% |
| 30D | +5.6% | -18.0% | +23.6% | +6.0% |
| 3M | +18.7% | +0.9% | +17.8% | +18.4% |
| 6M | +47.4% | +65.7% | -18.3% | +44.4% |
| YTD | +33.0% | +161.9% | -128.9% | +27.6% |
| 1Y | +34.9% | +77.8% | -42.9% | +31.7% |
| All | +135.1% | +75.3% | +59.8% | +122.7% |
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