+64.4%
AMGN vs PBF
+56.0%
+8.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.3% | -13.3% | -10.1% |
| 7D | -10.3% | +2.4% | -12.6% | -10.3% |
| 30D | -3.8% | +24.9% | -28.6% | -3.9% |
| 3M | +14.4% | +81.9% | -67.5% | +13.5% |
| 6M | +7.8% | +79.4% | -71.5% | +6.8% |
| YTD | +22.6% | +188.3% | -165.7% | +18.7% |
| 1Y | +44.2% | +177.3% | -133.0% | +39.4% |
| All | +64.4% | +56.0% | +8.4% | +56.7% |
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