+341.8%
PBF vs AZO
+296.8%
+45.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | +5.3% | -3.6% | +8.9% | +6.8% |
| 30D | +11.7% | -5.6% | +17.3% | +14.1% |
| 3M | +91.1% | -6.6% | +97.7% | +94.4% |
| 6M | +88.4% | -22.5% | +110.9% | +104.6% |
| YTD | +194.1% | -15.2% | +209.2% | +206.0% |
| 1Y | +180.4% | -33.9% | +214.3% | +223.5% |
| 3Y | +59.3% | +11.8% | +47.5% | +39.5% |
| 5Y | +816.3% | +85.5% | +730.7% | +480.4% |
| All | +341.8% | +296.8% | +45.0% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling