+159.7%
GILD vs PBF
+374.8%
-215.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -0.8% |
| 7D | -4.8% | +5.3% | -10.1% | -5.0% |
| 30D | +5.8% | +11.7% | -6.0% | +5.3% |
| 3M | +14.9% | +91.1% | -76.1% | +12.0% |
| 6M | -0.4% | +88.4% | -88.8% | -3.1% |
| YTD | +18.5% | +194.1% | -175.5% | +13.0% |
| 1Y | +25.1% | +180.4% | -155.3% | +19.2% |
| 3Y | +105.9% | +59.3% | +46.6% | +98.9% |
| 5Y | +143.0% | +816.3% | -673.3% | +111.0% |
| All | +159.7% | +374.8% | -215.1% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling