+25.7%
ABNB vs PBF
+956.5%
-930.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -4.0% | +4.3% | -8.2% | -4.5% |
| 30D | +19.3% | +22.0% | -2.7% | +15.8% |
| 3M | +36.1% | +74.5% | -38.4% | +24.3% |
| 6M | +34.2% | +67.7% | -33.4% | +21.8% |
| YTD | +34.1% | +179.2% | -145.1% | +10.9% |
| 1Y | +45.1% | +170.0% | -124.9% | +19.3% |
| 3Y | +37.1% | +66.4% | -29.3% | +17.1% |
| 5Y | +15.2% | +764.5% | -749.3% | -28.5% |
| All | +25.7% | +956.5% | -930.8% | -28.1% |
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