+142.7%
AMAT vs PBF
+59.0%
+83.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -7.4% | -2.6% | -8.9% |
| 7D | -14.7% | -13.8% | -1.0% | -12.9% |
| 30D | -36.1% | -19.6% | -16.5% | -34.3% |
| 3M | -36.9% | +10.3% | -47.1% | -38.0% |
| 6M | -22.2% | +63.4% | -85.6% | -27.6% |
| YTD | +29.9% | +152.6% | -122.7% | +8.6% |
| 1Y | +43.3% | +87.4% | -44.1% | +27.0% |
| 3Y | +142.7% | +63.3% | +79.4% | +93.2% |
| All | +142.7% | +59.0% | +83.7% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling