+2,372.9%
ASML vs PBF
+271.4%
+2,101.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.5% | -8.6% |
| 7D | -19.0% | -9.5% | -9.5% | -18.1% |
| 30D | -25.9% | -17.5% | -8.4% | -24.4% |
| 3M | -19.1% | +12.2% | -31.2% | -20.5% |
| 6M | -5.7% | +49.6% | -55.3% | -11.3% |
| YTD | +27.6% | +156.8% | -129.2% | +10.1% |
| 1Y | +30.8% | +98.6% | -67.8% | +16.4% |
| 3Y | +116.2% | +63.4% | +52.8% | +91.4% |
| 5Y | +67.7% | +420.9% | -353.2% | +22.9% |
| 10Y | +1,355.3% | +288.7% | +1,066.6% | +862.3% |
| All | +2,372.9% | +271.4% | +2,101.5% | +1,358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling