+201.2%
ABT vs PBF
+367.4%
-166.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -5.0% | +2.3% | -7.3% | -5.1% |
| 30D | -5.8% | +11.6% | -17.4% | -6.3% |
| 3M | +16.7% | +81.7% | -65.0% | +13.4% |
| 6M | -5.2% | +96.4% | -101.7% | -8.5% |
| YTD | -16.0% | +189.5% | -205.4% | -20.7% |
| 1Y | -18.3% | +180.7% | -199.0% | -22.9% |
| 3Y | +9.2% | +56.6% | -47.4% | +4.8% |
| 5Y | -11.6% | +802.0% | -813.5% | -25.4% |
| All | +201.2% | +367.4% | -166.2% | +153.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling