+11.5%
ABT vs PBF
+62.4%
-50.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -2.6% |
| 7D | -3.1% | +2.4% | -5.5% | -3.1% |
| 30D | -2.1% | +24.9% | -27.0% | -2.0% |
| 3M | +17.4% | +81.9% | -64.4% | +17.5% |
| 6M | -2.4% | +79.4% | -81.8% | -2.3% |
| YTD | -14.2% | +188.3% | -202.5% | -15.3% |
| 1Y | -18.3% | +177.3% | -195.6% | -19.3% |
| 3Y | +11.5% | +56.0% | -44.5% | +9.6% |
| All | +11.5% | +62.4% | -50.9% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling