+289.8%
PBF vs AME
+563.1%
-273.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -3.8% |
| 7D | -13.8% | -5.2% | -8.6% | -9.6% |
| 30D | -19.6% | -8.0% | -11.6% | -13.9% |
| 3M | +10.3% | -8.9% | +19.2% | +18.7% |
| 6M | +63.4% | -5.0% | +68.4% | +66.8% |
| YTD | +152.6% | +11.9% | +140.7% | +113.6% |
| 1Y | +87.4% | +16.6% | +70.7% | +52.0% |
| 3Y | +63.3% | +62.5% | +0.8% | -8.9% |
| 5Y | +412.5% | +67.6% | +344.9% | +163.7% |
| 10Y | +282.5% | +450.4% | -167.9% | -32.0% |
| All | +289.8% | +563.1% | -273.2% | -38.8% |
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