+57.2%
AZN vs PBF
+785.3%
-728.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | -3.1% | +2.3% | -5.4% | -3.1% |
| 30D | +0.6% | +11.6% | -11.0% | +0.6% |
| 3M | -10.8% | +81.7% | -92.5% | -10.6% |
| 6M | -18.1% | +96.4% | -114.6% | -18.0% |
| YTD | -12.3% | +189.5% | -201.7% | -12.7% |
| 1Y | -0.2% | +180.7% | -180.9% | -0.6% |
| 3Y | +23.4% | +56.6% | -33.3% | +22.7% |
| All | +57.2% | +785.3% | -728.1% | +69.4% |
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