+802.0%
PBF vs AMP
+118.7%
+683.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.3% | -2.0% | +4.4% | +3.5% |
| 30D | +11.6% | -1.7% | +13.2% | +12.6% |
| 3M | +81.7% | +23.2% | +58.5% | +60.2% |
| 6M | +96.4% | +22.2% | +74.3% | +72.8% |
| YTD | +189.5% | +14.0% | +175.5% | +164.0% |
| 1Y | +180.7% | +14.0% | +166.7% | +154.9% |
| 3Y | +56.6% | +67.0% | -10.4% | +8.4% |
| 5Y | +802.0% | +123.2% | +678.8% | +363.0% |
| All | +802.0% | +118.7% | +683.3% | +363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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