+45.2%
ASML vs PBF
+83.1%
-37.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.7% | -2.3% |
| 7D | +10.4% | +4.3% | +6.1% | +10.6% |
| 30D | -12.7% | -21.8% | +9.1% | -14.4% |
| 3M | -17.2% | +1.7% | -18.9% | -16.5% |
| 6M | -1.3% | +69.8% | -71.1% | +9.6% |
| YTD | +40.8% | +167.7% | -126.9% | +54.8% |
| 1Y | +45.2% | +89.0% | -43.8% | +62.5% |
| All | +45.2% | +83.1% | -37.8% | +62.5% |
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