+740.7%
GOOGL vs PBF
+367.4%
+373.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.5% |
| 7D | -2.8% | +2.3% | -5.1% | -3.0% |
| 30D | -3.2% | +11.6% | -14.8% | -4.3% |
| 3M | -6.6% | +81.7% | -88.4% | -12.4% |
| 6M | +8.5% | +96.4% | -88.0% | +0.1% |
| YTD | +6.5% | +189.5% | -183.0% | -6.5% |
| 1Y | +39.4% | +180.7% | -141.3% | +22.3% |
| 3Y | +146.2% | +56.6% | +89.6% | +123.8% |
| 5Y | +138.3% | +802.0% | -663.6% | +70.0% |
| All | +740.7% | +367.4% | +373.2% | +524.0% |
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