+585.7%
JPM vs PBF
+367.4%
+218.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | -2.3% | +2.3% | -4.7% | -2.7% |
| 30D | -2.3% | +11.6% | -13.9% | -4.4% |
| 3M | +14.9% | +81.7% | -66.9% | +2.5% |
| 6M | +23.6% | +96.4% | -72.8% | +7.5% |
| YTD | +11.3% | +189.5% | -178.2% | -10.9% |
| 1Y | +19.9% | +180.7% | -160.9% | -4.5% |
| 3Y | +162.6% | +56.6% | +106.0% | +123.5% |
| 5Y | +154.6% | +802.0% | -647.4% | +38.1% |
| All | +585.7% | +367.4% | +218.3% | +241.7% |
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