+1,597.9%
GOOGL vs PBF
+289.1%
+1,308.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | +3.9% | +6.5% | -2.6% | +3.2% |
| 30D | -14.9% | -20.0% | +5.1% | -13.2% |
| 3M | -14.6% | -3.3% | -11.2% | -14.8% |
| 6M | -26.4% | +76.8% | -103.3% | -31.6% |
| YTD | -5.3% | +168.9% | -174.3% | -17.2% |
| 1Y | +6.5% | +96.4% | -89.9% | -3.7% |
| 3Y | +126.0% | +77.2% | +48.8% | +100.7% |
| 5Y | +100.8% | +417.7% | -316.9% | +50.9% |
| 10Y | +673.8% | +264.7% | +409.0% | +430.2% |
| All | +1,597.9% | +289.1% | +1,308.9% | +991.9% |
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