+199.6%
AMGN vs PBF
+367.4%
-167.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.3% |
| 7D | -13.9% | +2.3% | -16.2% | -14.0% |
| 30D | -7.1% | +11.6% | -18.7% | -7.7% |
| 3M | +13.9% | +81.7% | -67.8% | +10.1% |
| 6M | +3.2% | +96.4% | -93.2% | -1.1% |
| YTD | +19.2% | +189.5% | -170.2% | +11.3% |
| 1Y | +41.1% | +180.7% | -139.6% | +31.5% |
| 3Y | +61.3% | +56.6% | +4.7% | +53.2% |
| 5Y | +109.1% | +802.0% | -692.9% | +71.2% |
| All | +199.6% | +367.4% | -167.9% | +140.9% |
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