+111.0%
PBF vs AZO
-7.5%
+118.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.9% | -10.6% | -5.9% |
| 7D | -0.9% | +5.3% | -6.2% | +0.2% |
| 30D | -13.7% | +18.4% | -32.2% | -10.8% |
| 3M | +10.6% | +9.8% | +0.8% | +13.3% |
| 6M | +61.2% | -4.5% | +65.7% | +63.9% |
| YTD | +172.7% | -1.9% | +174.7% | +176.7% |
| 1Y | +111.0% | -9.5% | +120.5% | +119.7% |
| All | +111.0% | -7.5% | +118.5% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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