+354.6%
ABT vs PBF
+289.1%
+65.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -1.3% | +6.5% | -7.7% | -1.6% |
| 30D | +6.0% | -20.0% | +26.0% | +7.1% |
| 3M | -1.9% | -3.3% | +1.5% | -2.0% |
| 6M | +31.2% | +76.8% | -45.6% | +26.4% |
| YTD | -11.2% | +168.9% | -180.2% | -17.1% |
| 1Y | -14.0% | +96.4% | -110.3% | -18.2% |
| 3Y | +20.7% | +77.2% | -56.5% | +13.5% |
| 5Y | -6.7% | +417.7% | -424.4% | -20.5% |
| 10Y | +226.3% | +264.7% | -38.5% | +158.7% |
| All | +354.6% | +289.1% | +65.6% | +259.7% |
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