+63.8%
PYPL vs PBF
+223.3%
-159.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.6% | +0.6% |
| 7D | -1.2% | -4.0% | +2.8% | -0.8% |
| 30D | +6.1% | -18.0% | +24.1% | +7.9% |
| 3M | +1.1% | +0.9% | +0.1% | +0.2% |
| 6M | +32.7% | +65.7% | -33.0% | +24.0% |
| YTD | +2.8% | +161.9% | -159.1% | -10.2% |
| 1Y | -10.8% | +77.8% | -88.6% | -18.6% |
| 3Y | +9.8% | +74.9% | -65.1% | -2.8% |
| 5Y | -70.2% | +423.4% | -493.6% | -77.5% |
| 10Y | +50.1% | +255.2% | -205.1% | +3.8% |
| All | +63.8% | +223.3% | -159.5% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling