+37.6%
GOOG vs PBF
+180.3%
-142.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.7% |
| 7D | -2.5% | +2.3% | -4.8% | -2.4% |
| 30D | -3.6% | +11.6% | -15.2% | -2.9% |
| 3M | -6.4% | +81.7% | -88.2% | -2.5% |
| 6M | +7.8% | +96.4% | -88.7% | +11.8% |
| YTD | +5.5% | +189.5% | -184.0% | +5.3% |
| All | +37.6% | +180.3% | -142.8% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling