+1,162.1%
AMAT vs PBF
+276.6%
+885.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.5% |
| 7D | -14.7% | -13.8% | -1.0% | -12.4% |
| 30D | -36.1% | -19.6% | -16.5% | -33.8% |
| 3M | -36.9% | +10.3% | -47.1% | -38.4% |
| 6M | -22.2% | +63.4% | -85.6% | -29.7% |
| YTD | +29.9% | +152.6% | -122.7% | +5.6% |
| 1Y | +43.3% | +87.4% | -44.1% | +22.8% |
| 3Y | +142.7% | +63.3% | +79.4% | +103.8% |
| 5Y | +126.2% | +412.5% | -286.3% | +42.6% |
| All | +1,162.1% | +276.6% | +885.5% | +674.5% |
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