+180.4%
PBF vs AZO
-32.5%
+212.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.5% |
| 7D | +5.3% | -3.6% | +8.9% | +4.5% |
| 30D | +11.7% | -5.6% | +17.3% | +10.4% |
| 3M | +91.1% | -6.6% | +97.7% | +88.2% |
| 6M | +88.4% | -22.5% | +110.9% | +83.1% |
| YTD | +194.1% | -15.2% | +209.2% | +193.3% |
| 1Y | +180.4% | -33.9% | +214.3% | +133.3% |
| All | +180.4% | -32.5% | +212.9% | +133.3% |
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