+6.5%
ABNB vs PBF
+735.5%
-729.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.3% | -4.5% |
| 7D | -4.4% | +2.4% | -6.8% | -4.7% |
| 30D | -2.0% | +24.9% | -26.8% | -5.2% |
| 3M | +29.8% | +81.9% | -52.0% | +18.1% |
| 6M | +31.0% | +79.4% | -48.4% | +17.7% |
| YTD | +28.6% | +188.3% | -159.7% | +5.6% |
| 1Y | +40.1% | +177.3% | -137.2% | +14.3% |
| 3Y | +19.7% | +56.0% | -36.3% | +3.4% |
| 5Y | +6.5% | +804.0% | -797.5% | -35.5% |
| All | +6.5% | +735.5% | -729.0% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling