-9.9%
AMAT vs PBF
+63.6%
-73.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.7% | +3.4% | -2.5% |
| 7D | -11.2% | -0.9% | -10.3% | -11.1% |
| 30D | -31.9% | -13.7% | -18.2% | -30.8% |
| 3M | -32.3% | +10.6% | -43.0% | -33.2% |
| All | -9.9% | +63.6% | -73.5% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling