+75.5%
ASML vs PBF
+391.1%
-315.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.2% |
| 7D | -9.0% | -13.8% | +4.7% | -7.7% |
| 30D | -21.0% | -19.6% | -1.4% | -19.5% |
| 3M | -16.3% | +10.3% | -26.6% | -17.3% |
| 6M | -7.5% | +63.4% | -71.0% | -12.2% |
| YTD | +34.0% | +152.6% | -118.6% | +17.8% |
| 1Y | +39.3% | +87.4% | -48.1% | +27.2% |
| 3Y | +128.9% | +63.3% | +65.6% | +102.9% |
| All | +75.5% | +391.1% | -315.6% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling