+152.5%
JPM vs PBF
+817.4%
-664.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -1.4% | +15.8% | -17.3% | -2.8% |
| 3M | +13.9% | +90.3% | -76.3% | +7.1% |
| 6M | +23.5% | +102.8% | -79.3% | +14.4% |
| YTD | +11.6% | +187.3% | -175.7% | -0.9% |
| 1Y | +21.4% | +161.8% | -140.5% | +8.1% |
| 3Y | +163.4% | +55.5% | +108.0% | +138.7% |
| 5Y | +152.5% | +801.9% | -649.4% | +79.5% |
| All | +152.5% | +817.4% | -664.8% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling