+150.5%
GOOGL vs PBF
+62.4%
+88.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.2% |
| 7D | +1.1% | +2.4% | -1.3% | +1.0% |
| 30D | -4.4% | +24.9% | -29.3% | -5.4% |
| 3M | -6.8% | +81.9% | -88.7% | -9.6% |
| 6M | +13.6% | +79.4% | -65.8% | +9.4% |
| YTD | +8.3% | +188.3% | -180.0% | -1.7% |
| 1Y | +44.9% | +177.3% | -132.3% | +31.4% |
| 3Y | +150.5% | +56.0% | +94.5% | +120.7% |
| All | +150.5% | +62.4% | +88.1% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling