+87.0%
AMZN vs PBF
+80.0%
+7.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | +2.8% | +6.5% | -3.6% | +2.5% |
| 30D | +5.0% | -20.0% | +24.9% | +6.2% |
| 3M | +0.6% | -3.3% | +3.9% | +0.2% |
| 6M | -1.3% | +76.8% | -78.1% | -6.4% |
| YTD | +15.5% | +168.9% | -153.4% | +2.4% |
| 1Y | +12.2% | +96.4% | -84.1% | +3.7% |
| 3Y | +87.0% | +77.2% | +9.8% | +65.1% |
| All | +87.0% | +80.0% | +7.0% | +65.1% |
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 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