+51.0%
ASML vs PBF
+78.3%
-27.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | +2.1% |
| 7D | +2.5% | -4.0% | +6.5% | +2.3% |
| 30D | -12.2% | -18.0% | +5.8% | -13.4% |
| 3M | -14.6% | +0.9% | -15.5% | -13.9% |
| 6M | -1.7% | +65.7% | -67.5% | +9.0% |
| YTD | +44.3% | +161.9% | -117.6% | +58.9% |
| 1Y | +51.0% | +77.8% | -26.8% | +68.5% |
| All | +51.0% | +78.3% | -27.3% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling