+351.0%
ABT vs PBF
+303.9%
+47.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -3.7% | +4.3% | -8.0% | -3.9% |
| 30D | +2.5% | +22.0% | -19.5% | +1.3% |
| 3M | +20.2% | +74.5% | -54.3% | +16.3% |
| 6M | -2.9% | +67.7% | -70.6% | -6.3% |
| YTD | -11.9% | +179.2% | -191.1% | -17.7% |
| 1Y | -16.5% | +170.0% | -186.5% | -22.1% |
| 3Y | +12.1% | +66.4% | -54.3% | +6.1% |
| 5Y | -7.4% | +764.5% | -771.9% | -24.2% |
| 10Y | +210.7% | +358.5% | -147.8% | +140.0% |
| All | +351.0% | +303.9% | +47.2% | +257.1% |
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