+330.8%
PBF vs AME
+588.3%
-257.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -2.6% |
| 7D | +4.3% | +0.6% | +3.7% | +3.6% |
| 30D | +22.0% | -6.7% | +28.7% | +29.3% |
| 3M | +74.5% | +4.1% | +70.4% | +65.6% |
| 6M | +67.7% | +1.6% | +66.1% | +57.4% |
| YTD | +179.2% | +16.1% | +163.0% | +129.7% |
| 1Y | +170.0% | +27.3% | +142.7% | +101.6% |
| 3Y | +66.4% | +50.9% | +15.5% | +0.6% |
| 5Y | +764.5% | +81.4% | +683.1% | +310.1% |
| 10Y | +358.5% | +417.0% | -58.4% | -13.6% |
| All | +330.8% | +588.3% | -257.5% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling