+1,957.8%
AMZN vs PBF
+303.9%
+1,653.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | 0.0% |
| 7D | -3.0% | +4.3% | -7.3% | -3.3% |
| 30D | -5.2% | +22.0% | -27.2% | -6.9% |
| 3M | +1.9% | +74.5% | -72.6% | -3.3% |
| 6M | +19.2% | +67.7% | -48.5% | +12.8% |
| YTD | +12.0% | +179.2% | -167.2% | +0.7% |
| 1Y | +9.7% | +170.0% | -160.3% | -1.5% |
| 3Y | +87.2% | +66.4% | +20.8% | +71.6% |
| 5Y | +48.7% | +764.5% | -715.8% | +14.4% |
| 10Y | +569.3% | +358.5% | +210.8% | +392.2% |
| All | +1,957.8% | +303.9% | +1,653.9% | +1,443.4% |
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