+70.5%
ILMN vs PBF
+299.9%
-229.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +3.2% |
| 7D | -2.6% | -7.4% | +4.8% | -1.7% |
| 30D | -20.6% | -17.5% | -3.2% | -19.2% |
| 3M | +17.5% | +13.1% | +4.3% | +15.2% |
| 6M | +55.6% | +72.6% | -17.0% | +45.4% |
| YTD | +68.3% | +161.2% | -92.9% | +48.3% |
| 1Y | +81.1% | +93.3% | -12.2% | +64.7% |
| 3Y | +112.2% | +80.7% | +31.5% | +88.9% |
| 5Y | -42.6% | +396.1% | -438.7% | -55.7% |
| 10Y | +70.5% | +252.3% | -181.8% | +32.4% |
| All | +70.5% | +299.9% | -229.4% | +32.4% |
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