+483.3%
LLY vs PBF
+419.4%
+63.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +6.7% | +6.5% | +0.3% | +6.7% |
| 30D | +19.6% | -20.0% | +39.6% | +19.7% |
| 3M | +19.7% | -3.3% | +23.0% | +19.7% |
| 6M | +42.7% | +76.8% | -34.1% | +41.4% |
| YTD | +35.1% | +168.9% | -133.8% | +31.5% |
| 1Y | +42.2% | +96.4% | -54.2% | +39.9% |
| 3Y | +140.8% | +77.2% | +63.6% | +131.7% |
| All | +483.3% | +419.4% | +63.9% | +458.3% |
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 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