+341.8%
PBF vs AMCR
+14.6%
+327.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.5% |
| 7D | +5.3% | -6.3% | +11.6% | +9.4% |
| 30D | +11.7% | -7.8% | +19.5% | +17.1% |
| 3M | +91.1% | +7.5% | +83.5% | +78.9% |
| 6M | +88.4% | +2.7% | +85.7% | +74.2% |
| YTD | +194.1% | +6.0% | +188.0% | +163.6% |
| 1Y | +180.4% | +7.8% | +172.6% | +146.7% |
| 3Y | +59.3% | +5.8% | +53.5% | +35.9% |
| 5Y | +816.3% | -11.6% | +827.9% | +770.0% |
| All | +341.8% | +14.6% | +327.2% | +226.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling