+160.1%
AMGN vs PBF
+419.4%
-259.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | +1.1% | +6.5% | -5.3% | +1.1% |
| 30D | +9.3% | -20.0% | +29.3% | +9.4% |
| 3M | +12.1% | -3.3% | +15.4% | +12.0% |
| 6M | +40.3% | +76.8% | -36.5% | +38.7% |
| YTD | +45.2% | +168.9% | -123.8% | +41.3% |
| 1Y | +42.4% | +96.4% | -53.9% | +40.0% |
| 3Y | +91.0% | +77.2% | +13.8% | +84.6% |
| All | +160.1% | +419.4% | -259.3% | +145.2% |
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