+3,902.4%
AMAT vs PBF
+294.5%
+3,607.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.7% | +3.4% | -2.1% |
| 7D | -11.2% | -0.9% | -10.3% | -11.1% |
| 30D | -31.9% | -13.7% | -18.2% | -30.4% |
| 3M | -32.3% | +10.6% | -43.0% | -34.1% |
| 6M | -5.4% | +61.2% | -66.6% | -14.5% |
| YTD | +44.3% | +172.7% | -128.5% | +15.9% |
| 1Y | +61.4% | +111.0% | -49.7% | +35.4% |
| 3Y | +170.6% | +73.6% | +97.0% | +125.3% |
| 5Y | +156.4% | +479.7% | -323.2% | +59.7% |
| 10Y | +1,356.4% | +312.9% | +1,043.5% | +702.3% |
| All | +3,902.4% | +294.5% | +3,607.9% | +2,029.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling