+331.1%
AMD vs PBF
+65.3%
+265.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +4.9% |
| 7D | +2.6% | +4.3% | -1.7% | +2.0% |
| 30D | -0.9% | +22.0% | -22.9% | -3.9% |
| 3M | -8.7% | +74.5% | -83.2% | -15.7% |
| 6M | +136.3% | +67.7% | +68.7% | +115.7% |
| YTD | +123.0% | +179.2% | -56.2% | +80.9% |
| 1Y | +195.2% | +170.0% | +25.2% | +137.3% |
| All | +331.1% | +65.3% | +265.8% | +222.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling