+4.5%
GOOGL vs PBF
+83.1%
-78.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.5% | +2.0% |
| 7D | +5.7% | +4.3% | +1.4% | +6.1% |
| 30D | -15.6% | -21.8% | +6.2% | -17.4% |
| 3M | -13.0% | +1.7% | -14.7% | -12.4% |
| 6M | -22.8% | +69.8% | -92.6% | -16.9% |
| YTD | -4.4% | +167.7% | -172.1% | +0.6% |
| 1Y | +4.5% | +89.0% | -84.5% | +12.8% |
| All | +4.5% | +83.1% | -78.6% | +12.8% |
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