+362.2%
PBF vs AME
+425.2%
-63.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | +1.4% | +1.3% | 0.0% | +0.1% |
| 30D | +15.8% | -6.6% | +22.4% | +22.8% |
| 3M | +90.3% | +3.0% | +87.3% | +82.3% |
| 6M | +102.8% | +5.3% | +97.5% | +83.9% |
| YTD | +187.3% | +15.4% | +171.9% | +136.1% |
| 1Y | +161.8% | +26.8% | +135.0% | +94.0% |
| 3Y | +55.5% | +56.5% | -1.0% | -11.9% |
| 5Y | +801.9% | +85.2% | +716.7% | +297.1% |
| 10Y | +362.2% | +428.5% | -66.3% | -30.6% |
| All | +362.2% | +425.2% | -63.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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