+1,534.9%
ASML vs PBF
+231.7%
+1,303.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.9% | +0.3% |
| 7D | -2.9% | -15.3% | +12.4% | -0.9% |
| 30D | -15.2% | -21.8% | +6.6% | -12.8% |
| 3M | -12.9% | -0.2% | -12.7% | -13.3% |
| 6M | -5.0% | +63.6% | -68.6% | -11.5% |
| YTD | +41.8% | +147.5% | -105.7% | +22.7% |
| 1Y | +46.0% | +69.8% | -23.8% | +32.6% |
| 3Y | +133.5% | +65.3% | +68.2% | +105.9% |
| 5Y | +93.0% | +393.4% | -300.4% | +41.7% |
| 10Y | +1,534.9% | +240.3% | +1,294.6% | +1,049.4% |
| All | +1,534.9% | +231.7% | +1,303.2% | +1,049.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling