+3,021.8%
ASML vs PBF
+303.9%
+2,717.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.3% |
| 7D | +1.1% | +4.3% | -3.2% | +0.6% |
| 30D | +2.2% | +22.0% | -19.8% | -0.3% |
| 3M | -2.3% | +74.5% | -76.8% | -9.1% |
| 6M | +23.0% | +67.7% | -44.7% | +13.5% |
| YTD | +61.1% | +179.2% | -118.1% | +38.1% |
| 1Y | +129.1% | +170.0% | -40.9% | +96.1% |
| 3Y | +165.4% | +66.4% | +99.0% | +134.8% |
| 5Y | +109.5% | +764.5% | -655.0% | +43.2% |
| 10Y | +1,645.7% | +358.5% | +1,287.2% | +1,031.7% |
| All | +3,021.8% | +303.9% | +2,717.9% | +1,729.2% |
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