+1,395.4%
ASML vs PBF
+276.6%
+1,118.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.4% | +2.6% | -3.9% |
| 7D | -9.0% | -13.8% | +4.7% | -7.4% |
| 30D | -21.0% | -19.6% | -1.4% | -19.1% |
| 3M | -16.3% | +10.3% | -26.6% | -17.7% |
| 6M | -7.5% | +63.4% | -71.0% | -13.8% |
| YTD | +34.0% | +152.6% | -118.6% | +15.8% |
| 1Y | +39.3% | +87.4% | -48.1% | +24.9% |
| 3Y | +128.9% | +63.3% | +65.6% | +102.4% |
| 5Y | +76.1% | +412.5% | -336.4% | +29.0% |
| All | +1,395.4% | +276.6% | +1,118.8% | +957.0% |
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