+214.2%
PBF vs AMRZ
-17.1%
+231.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.5% | -5.5% |
| 7D | -15.3% | +0.2% | -15.5% | -15.2% |
| 30D | -21.8% | +16.2% | -38.0% | -19.6% |
| 3M | -0.2% | -8.9% | +8.7% | -1.4% |
| 6M | +63.6% | -20.1% | +83.7% | +59.2% |
| YTD | +147.5% | -21.3% | +168.8% | +136.1% |
| 1Y | +69.8% | -12.6% | +82.5% | +57.4% |
| All | +214.2% | -17.1% | +231.3% | +195.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling