+1,668.3%
PLTR vs PBF
+1,307.0%
+361.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.1% |
| 7D | +4.7% | +6.5% | -1.7% | +3.9% |
| 30D | -16.4% | -20.0% | +3.6% | -14.2% |
| 3M | -6.2% | -3.3% | -2.8% | -6.4% |
| 6M | +29.2% | +76.8% | -47.6% | +18.5% |
| YTD | -5.5% | +168.9% | -174.4% | -19.4% |
| 1Y | -2.4% | +96.4% | -98.8% | -13.2% |
| 3Y | +752.3% | +77.2% | +675.1% | +635.5% |
| 5Y | +635.8% | +417.7% | +218.1% | +428.0% |
| All | +1,668.3% | +1,307.0% | +361.3% | +1,013.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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