-5.9%
ABT vs PBF
+120.1%
-126.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.7% | +12.3% | +5.2% |
| 7D | +12.5% | -0.9% | +13.4% | +12.5% |
| 30D | +16.1% | -13.7% | +29.8% | +15.2% |
| 3M | +10.2% | +10.6% | -0.4% | +11.1% |
| 6M | +33.7% | +61.2% | -27.5% | +37.7% |
| YTD | -5.5% | +172.7% | -178.2% | -3.5% |
| 1Y | -5.9% | +111.0% | -116.9% | -0.8% |
| All | -5.9% | +120.1% | -126.0% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling