+395.3%
PBF vs AME
+66.2%
+329.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.6% |
| 7D | -13.8% | -5.2% | -8.6% | -11.9% |
| 30D | -19.6% | -8.0% | -11.6% | -17.1% |
| 3M | +10.3% | -8.9% | +19.2% | +14.0% |
| 6M | +63.4% | -5.0% | +68.4% | +65.7% |
| YTD | +152.6% | +11.9% | +140.7% | +133.3% |
| 1Y | +87.4% | +16.6% | +70.7% | +69.2% |
| 3Y | +63.3% | +62.5% | +0.8% | +22.6% |
| All | +395.3% | +66.2% | +329.0% | +232.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling