+1,587.5%
AMAT vs PBF
+355.1%
+1,232.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.5% |
| 7D | -1.5% | +4.3% | -5.8% | -2.3% |
| 30D | -14.8% | +22.0% | -36.8% | -18.0% |
| 3M | -9.3% | +74.5% | -83.8% | -18.4% |
| 6M | +27.4% | +67.7% | -40.3% | +13.6% |
| YTD | +77.6% | +179.2% | -101.6% | +42.6% |
| 1Y | +188.9% | +170.0% | +18.9% | +131.4% |
| 3Y | +202.3% | +66.4% | +135.9% | +153.9% |
| 5Y | +248.9% | +764.5% | -515.6% | +98.5% |
| All | +1,587.5% | +355.1% | +1,232.4% | +885.2% |
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