+41.1%
LLY vs PBF
+83.1%
-41.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.5% |
| 7D | +4.6% | +4.3% | +0.3% | +4.9% |
| 30D | +22.4% | -21.8% | +44.2% | +19.6% |
| 3M | +17.1% | +1.7% | +15.4% | +17.8% |
| 6M | +44.6% | +69.8% | -25.1% | +53.1% |
| YTD | +33.5% | +167.7% | -134.3% | +43.6% |
| 1Y | +41.1% | +89.0% | -47.8% | +52.3% |
| All | +41.1% | +83.1% | -41.9% | +52.3% |
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 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