+264.8%
PBF vs AMRZ
-19.2%
+284.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.7% |
| 7D | +1.4% | -4.7% | +6.0% | +0.6% |
| 30D | +15.8% | -11.3% | +27.1% | +13.5% |
| 3M | +90.3% | -22.1% | +112.3% | +83.0% |
| 6M | +102.8% | -29.6% | +132.4% | +97.8% |
| YTD | +187.3% | -23.3% | +210.6% | +171.8% |
| 1Y | +161.8% | -23.7% | +185.6% | +151.5% |
| All | +264.8% | -19.2% | +284.0% | +240.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling