+73.7%
AMAT vs PBF
+78.3%
-4.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.8% | +0.3% | +5.7% |
| 7D | +7.0% | -4.0% | +10.9% | +7.1% |
| 30D | -20.6% | -18.0% | -2.6% | -20.2% |
| 3M | -24.8% | +0.9% | -25.7% | -24.5% |
| 6M | -10.7% | +65.7% | -76.5% | -7.4% |
| YTD | +54.3% | +161.9% | -107.6% | +58.7% |
| 1Y | +73.7% | +77.8% | -4.1% | +95.5% |
| All | +73.7% | +78.3% | -4.6% | +95.5% |
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 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