+718.6%
PBF vs AME
+82.5%
+636.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.8% |
| 7D | +4.3% | +0.6% | +3.7% | +4.0% |
| 30D | +22.0% | -6.7% | +28.7% | +24.9% |
| 3M | +74.5% | +4.1% | +70.4% | +70.9% |
| 6M | +67.7% | +1.6% | +66.1% | +64.3% |
| YTD | +179.2% | +16.1% | +163.0% | +154.9% |
| 1Y | +170.0% | +27.3% | +142.7% | +134.0% |
| 3Y | +66.4% | +50.9% | +15.5% | +31.1% |
| All | +718.6% | +82.5% | +636.1% | +458.3% |
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 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