+85.9%
AMZN vs PBF
+62.4%
+23.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.8% |
| 7D | +0.8% | +2.4% | -1.6% | +0.6% |
| 30D | -6.4% | +24.9% | -31.2% | -8.0% |
| 3M | +4.8% | +81.9% | -77.1% | -0.1% |
| 6M | +20.5% | +79.4% | -58.8% | +14.0% |
| YTD | +11.3% | +188.3% | -177.0% | -1.2% |
| 1Y | +9.0% | +177.3% | -168.3% | -3.7% |
| 3Y | +85.9% | +56.0% | +29.9% | +62.5% |
| All | +85.9% | +62.4% | +23.5% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling