+1,156.2%
ABBV vs PBF
+282.8%
+873.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +0.4% | +4.3% | -3.9% | 0.0% |
| 30D | +4.2% | +22.0% | -17.8% | +2.2% |
| 3M | +14.8% | +74.5% | -59.7% | +8.6% |
| 6M | +10.3% | +67.7% | -57.4% | +4.0% |
| YTD | +14.9% | +179.2% | -164.3% | +2.8% |
| 1Y | +24.1% | +170.0% | -145.9% | +10.8% |
| 3Y | +91.9% | +66.4% | +25.6% | +75.4% |
| 5Y | +176.0% | +764.5% | -588.5% | +100.4% |
| 10Y | +502.9% | +358.5% | +144.4% | +306.2% |
| All | +1,156.2% | +282.8% | +873.4% | +782.7% |
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 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