+40.7%
ILMN vs PBF
+65.3%
-24.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.4% |
| 7D | +1.2% | +4.3% | -3.1% | +0.7% |
| 30D | +9.2% | +22.0% | -12.8% | +6.4% |
| 3M | +29.8% | +74.5% | -44.7% | +21.2% |
| 6M | +69.2% | +67.7% | +1.5% | +57.2% |
| YTD | +66.4% | +179.2% | -112.8% | +41.8% |
| 1Y | +123.4% | +170.0% | -46.6% | +89.0% |
| All | +40.7% | +65.3% | -24.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling