+6,406.4%
AMD vs PBF
+355.1%
+6,051.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +4.9% |
| 7D | +2.6% | +4.3% | -1.7% | +1.9% |
| 30D | -0.9% | +22.0% | -22.9% | -4.0% |
| 3M | -8.7% | +74.5% | -83.2% | -16.2% |
| 6M | +136.3% | +67.7% | +68.7% | +114.9% |
| YTD | +123.0% | +179.2% | -56.2% | +86.4% |
| 1Y | +195.2% | +170.0% | +25.2% | +145.8% |
| 3Y | +336.3% | +66.4% | +270.0% | +276.5% |
| 5Y | +334.5% | +764.5% | -430.0% | +182.4% |
| All | +6,406.4% | +355.1% | +6,051.3% | +4,882.3% |
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