+443.8%
LLY vs PBF
+407.6%
+36.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -4.5% | -13.8% | +9.3% | -4.4% |
| 30D | +13.9% | -19.6% | +33.5% | +14.0% |
| 3M | +13.8% | +10.3% | +3.5% | +13.6% |
| 6M | +37.6% | +63.4% | -25.8% | +36.4% |
| YTD | +26.6% | +152.6% | -126.0% | +23.4% |
| 1Y | +45.3% | +87.4% | -42.0% | +43.0% |
| 3Y | +132.2% | +63.3% | +69.0% | +123.8% |
| All | +443.8% | +407.6% | +36.2% | +423.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling