+343.4%
PBF vs AZO
+712.5%
-369.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | +0.2% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | +15.8% | -5.1% | +21.0% | +18.3% |
| 3M | +90.3% | -7.2% | +97.5% | +94.5% |
| 6M | +102.8% | -20.7% | +123.6% | +119.6% |
| YTD | +187.3% | -14.2% | +201.5% | +198.6% |
| 1Y | +161.8% | -32.2% | +194.0% | +201.9% |
| 3Y | +55.5% | +11.1% | +44.3% | +35.7% |
| 5Y | +801.9% | +87.6% | +714.3% | +456.7% |
| 10Y | +362.2% | +302.9% | +59.3% | +85.4% |
| All | +343.4% | +712.5% | -369.1% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling