+3.1%
HON vs PBF
+817.4%
-814.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -0.6% | +1.4% | -1.9% | -0.6% |
| 30D | -15.4% | +15.8% | -31.2% | -16.2% |
| 3M | -9.1% | +90.3% | -99.4% | -13.0% |
| 6M | -17.1% | +102.8% | -119.9% | -21.6% |
| YTD | +1.5% | +187.3% | -185.8% | -7.5% |
| 1Y | -1.3% | +161.8% | -163.2% | -9.7% |
| 3Y | +19.5% | +55.5% | -35.9% | +10.2% |
| 5Y | +3.1% | +801.9% | -798.8% | -18.3% |
| All | +3.1% | +817.4% | -814.3% | -18.3% |
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