+53.1%
LLY vs PBF
+176.6%
-123.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.0% |
| 7D | -3.1% | +2.4% | -5.5% | -3.0% |
| 30D | -5.1% | +24.9% | -29.9% | -3.5% |
| 3M | -2.1% | +81.9% | -83.9% | +1.9% |
| 6M | +13.8% | +79.4% | -65.5% | +18.5% |
| YTD | +5.1% | +188.3% | -183.2% | +8.6% |
| 1Y | +53.1% | +177.3% | -124.1% | +60.7% |
| All | +53.1% | +176.6% | -123.5% | +60.7% |
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