+112.0%
AMGN vs PBF
+817.4%
-705.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.5% |
| 7D | -11.6% | +1.4% | -13.0% | -11.7% |
| 30D | -5.7% | +15.8% | -21.5% | -5.8% |
| 3M | +14.2% | +90.3% | -76.1% | +13.0% |
| 6M | +5.2% | +102.8% | -97.6% | +3.7% |
| YTD | +22.0% | +187.3% | -165.3% | +18.8% |
| 1Y | +43.6% | +161.8% | -118.2% | +40.1% |
| 3Y | +65.0% | +55.5% | +9.5% | +60.3% |
| 5Y | +112.0% | +801.9% | -689.9% | +97.0% |
| All | +112.0% | +817.4% | -705.3% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling