+209.9%
BKNG vs PBF
+367.4%
-157.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -10.7% | +2.3% | -13.0% | -11.0% |
| 30D | -18.1% | +11.6% | -29.7% | -19.6% |
| 3M | +8.5% | +81.7% | -73.2% | -2.2% |
| 6M | -0.1% | +96.4% | -96.5% | -12.1% |
| YTD | -18.2% | +189.5% | -207.7% | -33.1% |
| 1Y | -19.9% | +180.7% | -200.6% | -34.8% |
| 3Y | +41.6% | +56.6% | -15.0% | +22.1% |
| 5Y | +93.1% | +802.0% | -708.9% | +12.0% |
| All | +209.9% | +367.4% | -157.5% | +76.9% |
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