+140.5%
LLY vs PBF
+80.0%
+60.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.1% |
| 7D | +6.6% | +6.5% | +0.2% | +6.6% |
| 30D | +19.4% | -20.0% | +39.4% | +19.1% |
| 3M | +19.6% | -3.3% | +22.9% | +19.5% |
| 6M | +42.6% | +76.8% | -34.2% | +42.4% |
| YTD | +35.0% | +168.9% | -134.0% | +32.0% |
| 1Y | +42.0% | +96.4% | -54.3% | +40.8% |
| 3Y | +140.5% | +77.2% | +63.3% | +123.0% |
| All | +140.5% | +80.0% | +60.5% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling