-22.3%
SYK vs PBF
+176.4%
-198.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.7% |
| 7D | -8.3% | +4.3% | -12.6% | -8.1% |
| 30D | -10.1% | +22.0% | -32.0% | -8.8% |
| 3M | +0.9% | +74.5% | -73.6% | +4.8% |
| 6M | -20.2% | +67.7% | -87.9% | -16.7% |
| YTD | -13.3% | +179.2% | -192.5% | -8.3% |
| 1Y | -22.3% | +170.0% | -192.3% | -18.8% |
| All | -22.3% | +176.4% | -198.7% | -18.8% |
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