-2.1%
BKNG vs PBF
+76.4%
-78.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.9% |
| 7D | -13.1% | +1.4% | -14.5% | -12.8% |
| 30D | -18.5% | +15.8% | -34.4% | -15.6% |
| 3M | +5.8% | +90.3% | -84.5% | +22.4% |
| 6M | -2.1% | +102.8% | -104.9% | +15.1% |
| All | -2.1% | +76.4% | -78.5% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling