+151.2%
AMAT vs PBF
+467.1%
-316.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.7% | +3.4% | -2.4% |
| 7D | -11.2% | -0.9% | -10.3% | -11.1% |
| 30D | -31.9% | -13.7% | -18.2% | -30.7% |
| 3M | -32.3% | +10.6% | -43.0% | -33.7% |
| 6M | -5.4% | +61.2% | -66.6% | -12.4% |
| YTD | +44.3% | +172.7% | -128.5% | +20.6% |
| 1Y | +61.4% | +111.0% | -49.7% | +40.4% |
| 3Y | +170.6% | +73.6% | +97.0% | +128.1% |
| All | +151.2% | +467.1% | -316.0% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling