+221.6%
JNJ vs PBF
+260.7%
-39.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +3.5% | +6.5% | -3.0% | +3.2% |
| 30D | +12.5% | -20.0% | +32.5% | +13.3% |
| 3M | +9.6% | -3.3% | +12.9% | +9.4% |
| 6M | +25.3% | +76.8% | -51.5% | +22.0% |
| YTD | +40.3% | +168.9% | -128.6% | +33.5% |
| 1Y | +49.6% | +96.4% | -46.7% | +44.2% |
| 3Y | +110.8% | +77.2% | +33.6% | +101.8% |
| 5Y | +99.1% | +417.7% | -318.6% | +76.1% |
| All | +221.6% | +260.7% | -39.1% | +165.9% |
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