+8,164.6%
AMD vs PBF
+261.5%
+7,903.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.8% | +1.5% | +6.5% |
| 7D | +13.1% | -4.0% | +17.1% | +14.0% |
| 30D | -7.0% | -18.0% | +11.0% | -4.4% |
| 3M | +16.6% | +0.9% | +15.6% | +15.7% |
| 6M | +20.5% | +65.7% | -45.2% | +10.5% |
| YTD | +158.2% | +161.9% | -3.7% | +116.1% |
| 1Y | +132.8% | +77.8% | +55.0% | +106.6% |
| 3Y | +366.2% | +74.9% | +291.4% | +297.5% |
| 5Y | +278.7% | +423.4% | -144.7% | +162.2% |
| 10Y | +8,164.6% | +255.2% | +7,909.4% | +6,145.9% |
| All | +8,164.6% | +261.5% | +7,903.1% | +6,145.9% |
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