+718.9%
AVGO vs PBF
+735.5%
-16.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +2.7% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | -13.8% | +24.9% | -38.7% | -15.4% |
| 3M | -6.9% | +81.9% | -88.8% | -11.7% |
| 6M | +11.9% | +79.4% | -67.4% | +5.4% |
| YTD | +6.9% | +188.3% | -181.4% | -5.1% |
| 1Y | +7.4% | +177.3% | -169.8% | -4.9% |
| 3Y | +345.6% | +56.0% | +289.6% | +301.4% |
| 5Y | +718.9% | +804.0% | -85.1% | +523.4% |
| All | +718.9% | +735.5% | -16.6% | +523.4% |
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 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