+1,584.6%
GOOGL vs PBF
+278.8%
+1,305.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | +1.5% |
| 7D | +1.6% | -4.0% | +5.5% | +1.9% |
| 30D | -16.8% | -18.0% | +1.2% | -15.4% |
| 3M | -14.6% | +0.9% | -15.5% | -15.2% |
| 6M | -24.4% | +65.7% | -90.1% | -29.2% |
| YTD | -6.1% | +161.9% | -167.9% | -17.7% |
| 1Y | +1.0% | +77.8% | -76.8% | -7.7% |
| 3Y | +123.4% | +74.9% | +48.6% | +98.6% |
| 5Y | +103.2% | +423.4% | -320.2% | +52.4% |
| 10Y | +667.7% | +255.2% | +412.6% | +427.4% |
| All | +1,584.6% | +278.8% | +1,305.8% | +986.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling