-5.3%
SYK vs PBF
+120.1%
-125.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.7% | +16.0% | +8.7% |
| 7D | +11.7% | -0.9% | +12.6% | +11.6% |
| 30D | +19.1% | -13.7% | +32.8% | +17.8% |
| 3M | +1.4% | +10.6% | -9.2% | +2.7% |
| 6M | +17.4% | +61.2% | -43.7% | +23.3% |
| YTD | -2.5% | +172.7% | -175.3% | +7.0% |
| 1Y | -5.3% | +111.0% | -116.3% | +3.2% |
| All | -5.3% | +120.1% | -125.3% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling