+6,351.7%
AMD vs PBF
+276.6%
+6,075.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.6% | +11.3% |
| 7D | -11.0% | -13.8% | +2.7% | -9.0% |
| 30D | -30.5% | -19.6% | -10.9% | -28.4% |
| 3M | -8.2% | +10.3% | -18.5% | -10.2% |
| 6M | +6.6% | +63.4% | -56.9% | -2.1% |
| YTD | +109.7% | +152.6% | -43.0% | +76.5% |
| 1Y | +88.9% | +87.4% | +1.6% | +66.2% |
| 3Y | +301.8% | +63.3% | +238.6% | +246.1% |
| 5Y | +229.4% | +412.5% | -183.1% | +129.3% |
| All | +6,351.7% | +276.6% | +6,075.1% | +4,791.4% |
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