+147.1%
AMAT vs PBF
+407.7%
-260.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.4% | +8.0% | +10.9% |
| 7D | -1.1% | -7.4% | +6.3% | +0.1% |
| 30D | -26.9% | -17.5% | -9.4% | -25.0% |
| 3M | -31.2% | +13.1% | -44.3% | -32.7% |
| 6M | -14.7% | +72.6% | -87.3% | -21.5% |
| YTD | +44.7% | +161.2% | -116.5% | +21.9% |
| 1Y | +62.0% | +93.3% | -31.4% | +43.1% |
| 3Y | +165.0% | +80.7% | +84.3% | +122.4% |
| 5Y | +147.1% | +396.1% | -249.0% | +67.9% |
| All | +147.1% | +407.7% | -260.6% | +67.9% |
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