+193.4%
JNJ vs PBF
+367.4%
-174.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -4.3% | +2.3% | -6.7% | -4.4% |
| 30D | +3.0% | +11.6% | -8.5% | +2.6% |
| 3M | +12.2% | +81.7% | -69.5% | +9.4% |
| 6M | +10.5% | +96.4% | -86.0% | +7.0% |
| YTD | +30.8% | +189.5% | -158.7% | +24.3% |
| 1Y | +54.9% | +180.7% | -125.8% | +47.1% |
| 3Y | +80.7% | +56.6% | +24.0% | +74.4% |
| 5Y | +83.4% | +802.0% | -718.6% | +56.5% |
| All | +193.4% | +367.4% | -174.1% | +136.9% |
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