+57.3%
LLY vs PBF
+120.1%
-62.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +0.1% |
| 7D | +10.1% | -0.9% | +11.0% | +10.0% |
| 30D | +24.0% | -13.7% | +37.8% | +22.6% |
| 3M | +27.3% | +10.6% | +16.7% | +28.9% |
| 6M | +47.0% | +61.2% | -14.2% | +53.7% |
| YTD | +32.6% | +172.7% | -140.1% | +39.0% |
| 1Y | +57.3% | +111.0% | -53.7% | +70.2% |
| All | +57.3% | +120.1% | -62.7% | +70.2% |
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