+332.9%
AVGO vs PBF
+64.9%
+268.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -3.0% | +4.3% | -7.2% | -3.2% |
| 30D | -14.4% | +22.0% | -36.4% | -15.6% |
| 3M | -14.4% | +74.5% | -88.9% | -17.8% |
| 6M | +13.1% | +67.7% | -54.6% | +8.2% |
| YTD | +3.8% | +179.2% | -175.4% | -7.7% |
| 1Y | +17.8% | +170.0% | -152.2% | +4.0% |
| All | +332.9% | +64.9% | +268.1% | +272.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling