+89.0%
PBF vs AMRZ
-16.9%
+105.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.2% | +1.7% |
| 7D | +4.3% | -4.0% | +8.3% | +3.0% |
| 30D | -21.8% | +12.4% | -34.2% | -18.7% |
| 3M | +1.7% | -11.5% | +13.2% | -1.7% |
| 6M | +69.8% | -21.6% | +91.4% | +59.8% |
| YTD | +167.7% | -23.4% | +191.1% | +142.7% |
| 1Y | +89.0% | -17.2% | +106.1% | +69.3% |
| All | +89.0% | -16.9% | +105.8% | +69.3% |
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 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