+71.1%
HCA vs PBF
+785.3%
-714.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.2% |
| 7D | +2.9% | +2.3% | +0.6% | +2.9% |
| 30D | +2.4% | +11.6% | -9.2% | +2.0% |
| 3M | +13.0% | +81.7% | -68.7% | +10.1% |
| 6M | -21.4% | +96.4% | -117.8% | -24.1% |
| YTD | -9.5% | +189.5% | -198.9% | -14.9% |
| 1Y | +7.5% | +180.7% | -173.2% | +0.7% |
| 3Y | +57.6% | +56.6% | +1.0% | +51.6% |
| 5Y | +71.1% | +802.0% | -730.9% | +49.8% |
| All | +71.1% | +785.3% | -714.2% | +49.8% |
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