+1,785.6%
LYV vs PBF
+318.7%
+1,466.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -4.2% | +2.3% | -6.5% | -4.6% |
| 30D | -7.2% | +11.6% | -18.8% | -9.4% |
| 3M | +1.5% | +81.7% | -80.2% | -10.7% |
| 6M | +2.7% | +96.4% | -93.7% | -12.4% |
| YTD | +19.4% | +189.5% | -170.1% | -7.3% |
| 1Y | -0.5% | +180.7% | -181.2% | -23.3% |
| 3Y | +110.1% | +56.6% | +53.5% | +74.3% |
| 5Y | +97.6% | +802.0% | -704.4% | -0.6% |
| 10Y | +560.2% | +365.7% | +194.6% | +213.3% |
| All | +1,785.6% | +318.7% | +1,466.8% | +756.2% |
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