+2,761.7%
AVGO vs PBF
+367.4%
+2,394.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +1.0% | +2.3% | -1.3% | +0.8% |
| 30D | -13.3% | +11.6% | -24.8% | -14.5% |
| 3M | -2.9% | +81.7% | -84.6% | -10.3% |
| 6M | +5.7% | +96.4% | -90.7% | -4.3% |
| YTD | +4.6% | +189.5% | -184.8% | -10.9% |
| 1Y | -1.6% | +180.7% | -182.4% | -16.5% |
| 3Y | +336.2% | +56.6% | +279.6% | +287.1% |
| 5Y | +695.6% | +802.0% | -106.3% | +424.2% |
| All | +2,761.7% | +367.4% | +2,394.3% | +1,851.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling