+446.1%
EBAY vs PBF
+303.9%
+142.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -2.1% | +4.3% | -6.4% | -2.4% |
| 30D | -6.7% | +22.0% | -28.7% | -8.0% |
| 3M | -5.0% | +74.5% | -79.5% | -8.8% |
| 6M | +14.6% | +67.7% | -53.0% | +9.8% |
| YTD | +19.8% | +179.2% | -159.4% | +10.3% |
| 1Y | +12.6% | +170.0% | -157.4% | +3.5% |
| 3Y | +141.0% | +66.4% | +74.6% | +125.3% |
| 5Y | +47.5% | +764.5% | -717.0% | +18.8% |
| 10Y | +263.3% | +358.5% | -95.3% | +181.5% |
| All | +446.1% | +303.9% | +142.2% | +301.3% |
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 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