+51.4%
PYPL vs PBF
+244.7%
-193.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | +2.7% | +4.3% | -1.6% | +2.2% |
| 30D | -4.9% | +22.0% | -26.9% | -7.1% |
| 3M | +28.9% | +74.5% | -45.6% | +20.5% |
| 6M | +18.2% | +67.7% | -49.4% | +10.1% |
| YTD | -5.0% | +179.2% | -184.2% | -17.1% |
| 1Y | -18.8% | +170.0% | -188.8% | -29.4% |
| 3Y | -12.6% | +66.4% | -79.0% | -21.9% |
| 5Y | -80.8% | +764.5% | -845.3% | -86.3% |
| 10Y | +49.9% | +358.5% | -308.6% | -0.7% |
| All | +51.4% | +244.7% | -193.3% | +5.6% |
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 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