+6.7%
AMZN vs PBF
+120.1%
-113.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.7% | +12.8% | +5.7% |
| 7D | +4.5% | -0.9% | +5.4% | +4.4% |
| 30D | +5.8% | -13.7% | +19.5% | +5.2% |
| 3M | -4.1% | +10.6% | -14.7% | -3.7% |
| 6M | -2.2% | +61.2% | -63.4% | +0.7% |
| YTD | +15.3% | +172.7% | -157.5% | +17.1% |
| 1Y | +6.7% | +111.0% | -104.3% | +10.3% |
| All | +6.7% | +120.1% | -113.4% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling