+56.0%
PBF vs AME
+55.3%
+0.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +2.4% | +2.8% | -0.4% | +1.6% |
| 30D | +24.9% | -6.3% | +31.1% | +26.9% |
| 3M | +81.9% | +5.4% | +76.5% | +78.3% |
| 6M | +79.4% | +7.4% | +71.9% | +72.2% |
| YTD | +188.3% | +16.2% | +172.1% | +164.9% |
| 1Y | +177.3% | +26.8% | +150.4% | +141.9% |
| 3Y | +56.0% | +57.5% | -1.5% | +22.3% |
| All | +56.0% | +55.3% | +0.7% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling