+20,181.3%
AMD vs PBF
+294.5%
+19,886.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.7% | +2.0% |
| 7D | -15.5% | -0.9% | -14.6% | -15.5% |
| 30D | -22.6% | -13.7% | -8.9% | -21.2% |
| 3M | -5.7% | +10.6% | -16.4% | -7.9% |
| 6M | +43.1% | +61.2% | -18.1% | +31.0% |
| YTD | +128.2% | +172.7% | -44.5% | +89.3% |
| 1Y | +95.5% | +111.0% | -15.5% | +68.3% |
| 3Y | +335.4% | +73.6% | +261.9% | +271.2% |
| 5Y | +255.5% | +479.7% | -224.2% | +141.3% |
| 10Y | +7,350.9% | +312.9% | +7,038.0% | +4,672.3% |
| All | +20,181.3% | +294.5% | +19,886.8% | +11,205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling