+498.2%
HCA vs PBF
+374.8%
+123.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +5.4% | +5.3% | +0.1% | +4.7% |
| 30D | +3.0% | +11.7% | -8.8% | +1.5% |
| 3M | +13.0% | +91.1% | -78.1% | +3.2% |
| 6M | -20.3% | +88.4% | -108.7% | -27.7% |
| YTD | -8.2% | +194.1% | -202.3% | -22.4% |
| 1Y | +6.7% | +180.4% | -173.7% | -10.0% |
| 3Y | +60.4% | +59.3% | +1.1% | +42.1% |
| 5Y | +73.4% | +816.3% | -742.8% | +8.1% |
| All | +498.2% | +374.8% | +123.4% | +292.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling