+38.8%
PYPL vs PBF
+351.3%
-312.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -4.3% | +1.4% | -5.7% | -4.5% |
| 30D | -11.5% | +15.8% | -27.3% | -12.9% |
| 3M | +26.1% | +90.3% | -64.1% | +17.3% |
| 6M | +13.7% | +102.8% | -89.1% | +4.2% |
| YTD | -9.8% | +187.3% | -197.2% | -21.0% |
| 1Y | -22.1% | +161.8% | -183.9% | -31.5% |
| 3Y | -13.5% | +55.5% | -69.0% | -21.7% |
| 5Y | -81.6% | +801.9% | -883.5% | -86.7% |
| 10Y | +38.8% | +362.2% | -323.5% | -1.2% |
| All | +38.8% | +351.3% | -312.5% | -1.2% |
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