+1,370.8%
AMAT vs PBF
+231.7%
+1,139.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.8% | +1.5% |
| 7D | -2.5% | -15.3% | +12.8% | +0.6% |
| 30D | -26.5% | -21.8% | -4.7% | -23.4% |
| 3M | -28.6% | -0.2% | -28.4% | -29.0% |
| 6M | -14.2% | +63.6% | -77.9% | -22.6% |
| YTD | +45.5% | +147.5% | -102.0% | +18.5% |
| 1Y | +59.3% | +69.8% | -10.5% | +39.0% |
| 3Y | +153.1% | +65.3% | +87.8% | +111.8% |
| 5Y | +158.2% | +393.4% | -235.2% | +63.2% |
| 10Y | +1,370.8% | +240.3% | +1,130.5% | +784.4% |
| All | +1,370.8% | +231.7% | +1,139.1% | +784.4% |
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