+903.7%
BBY vs PBF
+315.7%
+588.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +1.2% | +1.4% | -0.2% | +1.0% |
| 30D | +6.8% | +15.8% | -9.1% | +4.6% |
| 3M | +18.7% | +90.3% | -71.5% | +8.3% |
| 6M | +37.3% | +102.8% | -65.5% | +22.9% |
| YTD | +35.3% | +187.3% | -152.0% | +14.6% |
| 1Y | +20.7% | +161.8% | -141.2% | +2.7% |
| 3Y | +39.4% | +55.5% | -16.0% | +23.4% |
| 5Y | -1.5% | +801.9% | -803.4% | -35.7% |
| 10Y | +239.8% | +362.2% | -122.4% | +111.7% |
| All | +903.7% | +315.7% | +588.0% | +458.4% |
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