+2,028.9%
AMZN vs PBF
+287.3%
+1,741.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | +0.3% |
| 7D | +2.8% | +4.3% | -1.5% | +2.4% |
| 30D | +3.4% | -21.8% | +25.2% | +5.3% |
| 3M | +0.1% | +1.7% | -1.7% | -0.7% |
| 6M | +0.6% | +69.8% | -69.2% | -4.8% |
| YTD | +15.9% | +167.7% | -151.9% | +4.1% |
| 1Y | +9.5% | +89.0% | -79.4% | +1.4% |
| 3Y | +86.3% | +78.8% | +7.5% | +69.1% |
| 5Y | +51.7% | +415.4% | -363.7% | +22.1% |
| 10Y | +623.8% | +263.1% | +360.7% | +453.6% |
| All | +2,028.9% | +287.3% | +1,741.6% | +1,494.7% |
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