+180.7%
PBF vs AMRZ
-25.1%
+205.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.4% |
| 7D | +2.3% | -8.1% | +10.4% | +0.1% |
| 30D | +11.6% | -14.8% | +26.4% | +6.8% |
| 3M | +81.7% | -19.7% | +101.5% | +71.9% |
| 6M | +96.4% | -30.8% | +127.3% | +86.2% |
| YTD | +189.5% | -24.3% | +213.8% | +168.0% |
| 1Y | +180.7% | -24.0% | +204.8% | +154.8% |
| All | +180.7% | -25.1% | +205.8% | +154.8% |
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