+433.6%
AZN vs PBF
+317.1%
+116.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -1.8% |
| 7D | -1.5% | +2.4% | -3.9% | -1.6% |
| 30D | -0.9% | +24.9% | -25.7% | -1.8% |
| 3M | -11.8% | +81.9% | -93.7% | -14.1% |
| 6M | -17.6% | +79.4% | -97.0% | -19.9% |
| YTD | -12.0% | +188.3% | -200.4% | -16.6% |
| 1Y | -0.9% | +177.3% | -178.1% | -6.0% |
| 3Y | +23.7% | +56.0% | -32.3% | +19.0% |
| 5Y | +54.5% | +804.0% | -749.5% | +32.5% |
| 10Y | +218.2% | +334.1% | -115.9% | +159.2% |
| All | +433.6% | +317.1% | +116.5% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling