+2,049.9%
LLY vs PBF
+261.5%
+1,788.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.4% | +0.1% |
| 7D | +1.4% | -4.0% | +5.3% | +1.5% |
| 30D | +21.5% | -18.0% | +39.5% | +22.4% |
| 3M | +18.5% | +0.9% | +17.5% | +18.1% |
| 6M | +49.1% | +65.7% | -16.6% | +45.0% |
| YTD | +34.4% | +161.9% | -127.5% | +26.9% |
| 1Y | +46.3% | +77.8% | -31.5% | +40.9% |
| 3Y | +145.5% | +74.9% | +70.6% | +132.5% |
| 5Y | +472.7% | +423.4% | +49.3% | +399.2% |
| 10Y | +2,049.9% | +255.2% | +1,794.8% | +1,664.4% |
| All | +2,049.9% | +261.5% | +1,788.5% | +1,664.4% |
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 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