+20.3%
JPM vs PBF
+176.4%
-156.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -1.0% |
| 7D | +0.3% | +4.3% | -4.0% | +0.3% |
| 30D | -0.2% | +22.0% | -22.1% | 0.0% |
| 3M | +15.9% | +74.5% | -58.6% | +16.6% |
| 6M | +20.9% | +67.7% | -46.7% | +21.4% |
| YTD | +12.9% | +179.2% | -166.3% | +11.2% |
| 1Y | +20.3% | +170.0% | -149.7% | +18.4% |
| All | +20.3% | +176.4% | -156.1% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling