+1,062.6%
JPM vs PBF
+278.8%
+783.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -0.6% |
| 7D | -2.5% | -4.0% | +1.5% | -1.9% |
| 30D | +2.7% | -18.0% | +20.7% | +5.8% |
| 3M | -4.7% | +0.9% | -5.6% | -5.8% |
| 6M | +15.6% | +65.7% | -50.2% | +3.7% |
| YTD | +8.6% | +161.9% | -153.2% | -12.1% |
| 1Y | +10.9% | +77.8% | -66.9% | -4.0% |
| 3Y | +149.9% | +74.9% | +75.1% | +106.8% |
| 5Y | +131.9% | +423.4% | -291.4% | +42.9% |
| 10Y | +481.0% | +255.2% | +225.9% | +200.9% |
| All | +1,062.6% | +278.8% | +783.8% | +466.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling