+3,028.6%
LLY vs PBF
+303.9%
+2,724.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -2.1% | +4.3% | -6.4% | -2.4% |
| 30D | -1.6% | +22.0% | -23.6% | -2.6% |
| 3M | +2.3% | +74.5% | -72.2% | -1.0% |
| 6M | +14.9% | +67.7% | -52.8% | +11.0% |
| YTD | +7.5% | +179.2% | -171.7% | +0.5% |
| 1Y | +55.7% | +170.0% | -114.3% | +45.4% |
| 3Y | +110.6% | +66.4% | +44.2% | +99.0% |
| 5Y | +363.4% | +764.5% | -401.1% | +281.2% |
| 10Y | +1,649.0% | +358.5% | +1,290.5% | +1,252.7% |
| All | +3,028.6% | +303.9% | +2,724.8% | +2,332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling