+2,006.3%
LLY vs PBF
+299.9%
+1,706.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.9% | +4.1% |
| 7D | +0.1% | -7.4% | +7.4% | +0.4% |
| 30D | +19.7% | -17.5% | +37.2% | +20.6% |
| 3M | +19.3% | +13.1% | +6.1% | +18.4% |
| 6M | +49.3% | +72.6% | -23.3% | +45.0% |
| YTD | +32.0% | +161.2% | -129.2% | +24.7% |
| 1Y | +53.7% | +93.3% | -39.6% | +47.4% |
| 3Y | +143.7% | +80.7% | +63.1% | +130.5% |
| 5Y | +463.9% | +396.1% | +67.8% | +393.3% |
| 10Y | +2,006.3% | +252.3% | +1,754.1% | +1,613.0% |
| All | +2,006.3% | +299.9% | +1,706.5% | +1,613.0% |
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