+266.0%
PBF vs AMRZ
-17.3%
+283.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.5% | +2.5% |
| 7D | +2.4% | -2.0% | +4.4% | +2.0% |
| 30D | +24.9% | -9.8% | +34.7% | +22.6% |
| 3M | +81.9% | -17.2% | +99.1% | +76.2% |
| 6M | +79.4% | -26.9% | +106.3% | +75.0% |
| YTD | +188.3% | -21.5% | +209.8% | +173.8% |
| 1Y | +177.3% | -22.9% | +200.1% | +168.7% |
| All | +266.0% | -17.3% | +283.3% | +242.8% |
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 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