+59.3%
AMAT vs PBF
+82.1%
-22.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.8% | +0.8% |
| 7D | -2.5% | -15.3% | +12.8% | -1.9% |
| 30D | -26.5% | -21.8% | -4.7% | -26.0% |
| 3M | -28.6% | -0.2% | -28.4% | -28.1% |
| 6M | -14.2% | +63.6% | -77.9% | -10.4% |
| YTD | +45.5% | +147.5% | -102.0% | +50.6% |
| 1Y | +59.3% | +69.8% | -10.5% | +76.0% |
| All | +59.3% | +82.1% | -22.8% | +76.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling