+1,545.2%
LLY vs PBF
+354.3%
+1,190.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.4% |
| 7D | -3.1% | +2.4% | -5.5% | -3.2% |
| 30D | -5.1% | +24.9% | -29.9% | -6.1% |
| 3M | -2.1% | +81.9% | -83.9% | -5.0% |
| 6M | +13.8% | +79.4% | -65.5% | +10.1% |
| YTD | +5.1% | +188.3% | -183.2% | -1.2% |
| 1Y | +53.1% | +177.3% | -124.1% | +43.8% |
| 3Y | +95.6% | +56.0% | +39.6% | +86.6% |
| 5Y | +361.5% | +804.0% | -442.5% | +285.4% |
| 10Y | +1,545.2% | +334.1% | +1,211.1% | +1,194.4% |
| All | +1,545.2% | +354.3% | +1,190.9% | +1,194.4% |
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