+1,354.0%
ABBV vs PBF
+268.8%
+1,085.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +1.3% | +6.5% | -5.2% | +0.7% |
| 30D | +4.7% | -20.0% | +24.7% | +6.6% |
| 3M | +18.3% | -3.3% | +21.7% | +18.1% |
| 6M | +43.4% | +76.8% | -33.4% | +34.7% |
| YTD | +33.0% | +168.9% | -136.0% | +18.9% |
| 1Y | +30.8% | +96.4% | -65.5% | +20.4% |
| 3Y | +135.1% | +77.2% | +57.9% | +112.6% |
| 5Y | +201.2% | +417.7% | -216.5% | +132.8% |
| 10Y | +602.7% | +264.7% | +337.9% | +388.8% |
| All | +1,354.0% | +268.8% | +1,085.2% | +920.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling