+613.5%
AMGN vs PBF
+303.9%
+309.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.5% |
| 7D | +1.1% | +4.3% | -3.2% | +0.8% |
| 30D | +7.8% | +22.0% | -14.1% | +6.4% |
| 3M | +27.3% | +74.5% | -47.2% | +22.1% |
| 6M | +16.8% | +67.7% | -50.8% | +11.8% |
| YTD | +36.3% | +179.2% | -142.9% | +25.2% |
| 1Y | +60.4% | +170.0% | -109.6% | +47.0% |
| 3Y | +86.3% | +66.4% | +20.0% | +73.9% |
| 5Y | +125.7% | +764.5% | -638.8% | +76.2% |
| 10Y | +247.0% | +358.5% | -111.5% | +151.1% |
| All | +613.5% | +303.9% | +309.7% | +387.1% |
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