-0.5%
BBY vs PBF
+785.3%
-785.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | +0.7% | +2.3% | -1.6% | +0.5% |
| 30D | +5.8% | +11.6% | -5.8% | +4.6% |
| 3M | +18.0% | +81.7% | -63.7% | +11.0% |
| 6M | +39.8% | +96.4% | -56.6% | +29.5% |
| YTD | +35.4% | +189.5% | -154.1% | +19.5% |
| 1Y | +21.4% | +180.7% | -159.3% | +6.8% |
| 3Y | +39.5% | +56.6% | -17.1% | +22.4% |
| 5Y | -0.5% | +802.0% | -802.5% | -23.5% |
| All | -0.5% | +785.3% | -785.8% | -23.5% |
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 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