+765.0%
PLTR vs PBF
+59.0%
+706.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | -12.9% | -13.8% | +0.9% | -11.3% |
| 30D | -17.4% | -19.6% | +2.2% | -15.3% |
| 3M | +2.9% | +10.3% | -7.4% | +0.7% |
| 6M | +19.9% | +63.4% | -43.6% | +9.9% |
| YTD | -9.8% | +152.6% | -162.4% | -25.3% |
| 1Y | -8.4% | +87.4% | -95.7% | -19.4% |
| 3Y | +765.0% | +63.3% | +701.8% | +598.1% |
| All | +765.0% | +59.0% | +706.0% | +598.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling