+132.5%
GOOGL vs PBF
+817.4%
-684.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.3% |
| 7D | -1.9% | +1.4% | -3.2% | -1.9% |
| 30D | -7.5% | +15.8% | -23.3% | -8.3% |
| 3M | -9.2% | +90.3% | -99.4% | -12.8% |
| 6M | +8.1% | +102.8% | -94.8% | +2.4% |
| YTD | +5.8% | +187.3% | -181.5% | -3.3% |
| 1Y | +38.3% | +161.8% | -123.5% | +26.9% |
| 3Y | +144.8% | +55.5% | +89.3% | +126.3% |
| 5Y | +132.5% | +801.9% | -669.4% | +89.2% |
| All | +132.5% | +817.4% | -684.8% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling