+43.3%
AMAT vs PBF
+94.2%
-50.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.3% |
| 7D | -14.7% | -13.8% | -1.0% | -14.3% |
| 30D | -36.1% | -19.6% | -16.5% | -35.7% |
| 3M | -36.9% | +10.3% | -47.1% | -36.5% |
| 6M | -22.2% | +63.4% | -85.6% | -19.2% |
| YTD | +29.9% | +152.6% | -122.7% | +33.0% |
| 1Y | +43.3% | +87.4% | -44.1% | +54.0% |
| All | +43.3% | +94.2% | -50.9% | +54.0% |
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