+622.2%
BKNG vs PBF
+315.7%
+306.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | -13.1% | +1.4% | -14.5% | -13.3% |
| 30D | -18.5% | +15.8% | -34.4% | -20.5% |
| 3M | +5.8% | +90.3% | -84.5% | -5.6% |
| 6M | -2.1% | +102.8% | -104.9% | -14.6% |
| YTD | -18.6% | +187.3% | -206.0% | -33.6% |
| 1Y | -21.7% | +161.8% | -183.5% | -35.7% |
| 3Y | +40.9% | +55.5% | -14.6% | +21.3% |
| 5Y | +91.0% | +801.9% | -710.9% | +11.0% |
| 10Y | +213.2% | +362.2% | -149.1% | +65.4% |
| All | +622.2% | +315.7% | +306.6% | +287.8% |
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