+30.5%
BMY vs PBF
+392.1%
-361.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.2% |
| 7D | +1.8% | -15.3% | +17.1% | +2.1% |
| 30D | +6.2% | -21.8% | +28.0% | +6.8% |
| 3M | -2.1% | -0.2% | -1.9% | -2.3% |
| 6M | +14.3% | +63.6% | -49.3% | +12.5% |
| YTD | +21.6% | +147.5% | -125.9% | +17.9% |
| 1Y | +38.8% | +69.8% | -31.0% | +36.1% |
| 3Y | +42.9% | +65.3% | -22.4% | +37.8% |
| All | +30.5% | +392.1% | -361.6% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling