+56.8%
PBF vs AMCR
+8.2%
+48.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.3% | -5.0% | +7.3% | +2.7% |
| 30D | +11.6% | -8.0% | +19.5% | +12.2% |
| 3M | +81.7% | +14.3% | +67.5% | +77.4% |
| 6M | +96.4% | +5.3% | +91.1% | +95.0% |
| YTD | +189.5% | +7.7% | +181.7% | +183.1% |
| 1Y | +180.7% | +10.8% | +169.9% | +170.5% |
| All | +56.8% | +8.2% | +48.7% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling