+36.2%
BMY vs PBF
+90.5%
-54.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +2.1% | +6.5% | -4.4% | +2.2% |
| 30D | +7.0% | -20.0% | +27.0% | +6.6% |
| 3M | -0.9% | -3.3% | +2.5% | -1.0% |
| 6M | +14.9% | +76.8% | -61.9% | +16.8% |
| YTD | +22.8% | +168.9% | -146.1% | +27.4% |
| 1Y | +36.2% | +96.4% | -60.1% | +38.3% |
| All | +36.2% | +90.5% | -54.2% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling