+7,765.4%
AMD vs PBF
+260.7%
+7,504.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.5% | -9.2% | -8.8% |
| 7D | +18.9% | +6.5% | +12.5% | +17.9% |
| 30D | -6.4% | -20.0% | +13.6% | -3.5% |
| 3M | +10.6% | -3.3% | +13.9% | +10.5% |
| 6M | +19.9% | +76.8% | -56.9% | +8.9% |
| YTD | +149.4% | +168.9% | -19.6% | +108.0% |
| 1Y | +115.4% | +96.4% | +19.0% | +88.4% |
| 3Y | +357.3% | +77.2% | +280.1% | +289.2% |
| 5Y | +261.1% | +417.7% | -156.6% | +150.6% |
| All | +7,765.4% | +260.7% | +7,504.7% | +5,891.4% |
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