+216.5%
AZN vs PBF
+374.8%
-158.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | -1.6% | +5.3% | -6.9% | -1.7% |
| 30D | +1.1% | +11.7% | -10.7% | +0.7% |
| 3M | -12.1% | +91.1% | -103.2% | -13.8% |
| 6M | -17.1% | +88.4% | -105.6% | -18.8% |
| YTD | -12.0% | +194.1% | -206.0% | -15.3% |
| 1Y | -0.2% | +180.4% | -180.6% | -3.9% |
| 3Y | +26.8% | +59.3% | -32.5% | +23.3% |
| 5Y | +56.9% | +816.3% | -759.4% | +40.4% |
| All | +216.5% | +374.8% | -158.3% | +167.7% |
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