+105.9%
GILD vs PBF
+59.1%
+46.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -0.8% |
| 7D | -4.8% | +5.3% | -10.1% | -4.8% |
| 30D | +5.8% | +11.7% | -6.0% | +5.8% |
| 3M | +14.9% | +91.1% | -76.1% | +14.8% |
| 6M | -0.4% | +88.4% | -88.8% | -0.6% |
| YTD | +18.5% | +194.1% | -175.5% | +17.1% |
| 1Y | +25.1% | +180.4% | -155.3% | +23.6% |
| 3Y | +105.9% | +59.3% | +46.6% | +101.7% |
| All | +105.9% | +59.1% | +46.8% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling