+40.3%
BMY vs PBF
+184.8%
-144.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -4.8% | +5.3% | -10.1% | -4.7% |
| 30D | -0.1% | +11.7% | -11.8% | 0.0% |
| 3M | +13.1% | +91.1% | -78.0% | +15.0% |
| 6M | +8.4% | +88.4% | -80.0% | +10.2% |
| YTD | +22.0% | +194.1% | -172.1% | +26.1% |
| 1Y | +40.3% | +180.4% | -140.1% | +45.8% |
| All | +40.3% | +184.8% | -144.5% | +45.8% |
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 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