-2.2%
LYV vs PBF
+184.8%
-187.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | +0.1% |
| 7D | -1.9% | +5.3% | -7.3% | -1.6% |
| 30D | -8.2% | +11.7% | -19.9% | -7.5% |
| 3M | -1.3% | +91.1% | -92.3% | +3.3% |
| 6M | +2.6% | +88.4% | -85.8% | +7.0% |
| YTD | +19.4% | +194.1% | -174.6% | +23.6% |
| 1Y | -2.2% | +180.4% | -182.7% | +2.9% |
| All | -2.2% | +184.8% | -187.0% | +2.9% |
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