+8,077.9%
AMD vs PBF
+231.7%
+7,846.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -2.0% | +16.8% | +15.0% |
| 7D | +6.5% | -15.3% | +21.8% | +9.1% |
| 30D | -15.3% | -21.8% | +6.5% | -12.4% |
| 3M | +9.7% | -0.2% | +9.9% | +9.0% |
| 6M | +13.2% | +63.6% | -50.4% | +3.9% |
| YTD | +140.6% | +147.5% | -7.0% | +102.8% |
| 1Y | +111.2% | +69.8% | +41.3% | +88.5% |
| 3Y | +334.4% | +65.3% | +269.2% | +273.0% |
| 5Y | +268.3% | +393.4% | -125.0% | +156.9% |
| 10Y | +8,077.9% | +240.3% | +7,837.6% | +6,093.5% |
| All | +8,077.9% | +231.7% | +7,846.2% | +6,093.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling