+2,022.7%
AMZN vs PBF
+289.1%
+1,733.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | +2.8% | +6.5% | -3.6% | +2.3% |
| 30D | +5.0% | -20.0% | +24.9% | +6.6% |
| 3M | +0.6% | -3.3% | +3.9% | +0.3% |
| 6M | -1.3% | +76.8% | -78.1% | -6.9% |
| YTD | +15.5% | +168.9% | -153.4% | +3.7% |
| 1Y | +12.2% | +96.4% | -84.1% | +3.6% |
| 3Y | +87.0% | +77.2% | +9.8% | +69.9% |
| 5Y | +51.3% | +417.7% | -366.5% | +21.7% |
| 10Y | +621.7% | +264.7% | +356.9% | +451.8% |
| All | +2,022.7% | +289.1% | +1,733.6% | +1,489.5% |
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 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