+330.8%
PBF vs AMCR
+93.9%
+236.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +4.3% | -1.9% | +6.2% | +5.1% |
| 30D | +22.0% | -4.1% | +26.1% | +24.1% |
| 3M | +74.5% | +21.7% | +52.8% | +56.6% |
| 6M | +67.7% | +1.5% | +66.2% | +60.6% |
| YTD | +179.2% | +13.1% | +166.1% | +151.1% |
| 1Y | +170.0% | +16.5% | +153.5% | +137.8% |
| 3Y | +66.4% | +10.3% | +56.1% | +47.7% |
| 5Y | +764.5% | -7.7% | +772.2% | +732.6% |
| 10Y | +358.5% | +24.6% | +333.9% | +266.7% |
| All | +330.8% | +93.9% | +236.9% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling