+553.0%
AMZN vs PBF
+367.4%
+185.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.7% | +2.3% | -5.0% | -2.9% |
| 30D | -7.5% | +11.6% | -19.0% | -8.3% |
| 3M | +5.8% | +81.7% | -75.9% | +1.2% |
| 6M | +17.5% | +96.4% | -78.9% | +11.1% |
| YTD | +9.1% | +189.5% | -180.3% | -0.3% |
| 1Y | +9.4% | +180.7% | -171.4% | -0.2% |
| 3Y | +82.2% | +56.6% | +25.6% | +69.9% |
| 5Y | +45.2% | +802.0% | -756.8% | +18.0% |
| All | +553.0% | +367.4% | +185.6% | +488.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling