+780.7%
GOOG vs PBF
+374.8%
+405.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.4% |
| 7D | 0.0% | +5.3% | -5.3% | -0.4% |
| 30D | -2.0% | +11.7% | -13.7% | -3.1% |
| 3M | -5.9% | +91.1% | -96.9% | -12.1% |
| 6M | +8.9% | +88.4% | -79.5% | +1.0% |
| YTD | +7.1% | +194.1% | -186.9% | -6.0% |
| 1Y | +39.7% | +180.4% | -140.7% | +22.6% |
| 3Y | +145.8% | +59.3% | +86.5% | +123.2% |
| 5Y | +138.6% | +816.3% | -677.7% | +70.3% |
| All | +780.7% | +374.8% | +405.9% | +553.3% |
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 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