-9.4%
ABT vs PBF
+817.4%
-826.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | -4.7% | +1.4% | -6.1% | -4.7% |
| 30D | -3.1% | +15.8% | -19.0% | -3.2% |
| 3M | +16.1% | +90.3% | -74.1% | +15.7% |
| 6M | -5.3% | +102.8% | -108.1% | -5.8% |
| YTD | -14.4% | +187.3% | -201.8% | -15.5% |
| 1Y | -18.4% | +161.8% | -180.3% | -19.3% |
| 3Y | +11.2% | +55.5% | -44.3% | +9.7% |
| 5Y | -9.4% | +801.9% | -811.3% | -7.6% |
| All | -9.4% | +817.4% | -826.7% | -7.6% |
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 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