+111.0%
PBF vs AMRZ
-11.5%
+122.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.2% | -11.9% | -4.9% |
| 7D | -0.9% | +10.3% | -11.2% | +2.6% |
| 30D | -13.7% | +18.7% | -32.4% | -8.5% |
| 3M | +10.6% | -14.6% | +25.3% | +5.2% |
| 6M | +61.2% | -12.9% | +74.1% | +56.4% |
| YTD | +172.7% | -17.4% | +190.1% | +156.2% |
| 1Y | +111.0% | -12.3% | +123.3% | +104.6% |
| All | +111.0% | -11.5% | +122.5% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling