+460.1%
GILD vs PBF
+325.4%
+134.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -0.8% |
| 7D | -4.8% | +5.3% | -10.1% | -5.1% |
| 30D | +5.8% | +11.7% | -6.0% | +5.1% |
| 3M | +14.9% | +91.1% | -76.1% | +10.7% |
| 6M | -0.4% | +88.4% | -88.8% | -4.3% |
| YTD | +18.5% | +194.1% | -175.5% | +10.6% |
| 1Y | +25.1% | +180.4% | -155.3% | +16.7% |
| 3Y | +105.9% | +59.3% | +46.6% | +95.9% |
| 5Y | +143.0% | +816.3% | -673.3% | +98.9% |
| 10Y | +162.4% | +373.1% | -210.7% | +100.3% |
| All | +460.1% | +325.4% | +134.8% | +312.4% |
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 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