+240.3%
PBF vs AME
+438.4%
-198.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.3% | -5.3% |
| 7D | -15.3% | -4.1% | -11.2% | -12.1% |
| 30D | -21.8% | -4.1% | -17.7% | -19.2% |
| 3M | -0.2% | -5.6% | +5.4% | +4.2% |
| 6M | +63.6% | +2.8% | +60.8% | +55.4% |
| YTD | +147.5% | +16.6% | +130.9% | +100.8% |
| 1Y | +69.8% | +21.1% | +48.7% | +32.4% |
| 3Y | +65.3% | +61.1% | +4.2% | -8.4% |
| 5Y | +393.4% | +76.6% | +316.8% | +133.9% |
| 10Y | +240.3% | +431.3% | -191.0% | -39.9% |
| All | +240.3% | +438.4% | -198.1% | -39.9% |
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