+167.6%
SYK vs PBF
+367.4%
-199.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -12.3% | +2.3% | -14.7% | -12.6% |
| 30D | -22.4% | +11.6% | -34.0% | -23.4% |
| 3M | -12.3% | +81.7% | -94.1% | -18.2% |
| 6M | -24.3% | +96.4% | -120.8% | -30.5% |
| YTD | -22.8% | +189.5% | -212.2% | -32.7% |
| 1Y | -28.8% | +180.7% | -209.5% | -38.2% |
| 3Y | -4.0% | +56.6% | -60.6% | -13.2% |
| 5Y | +3.8% | +802.0% | -798.1% | -30.5% |
| All | +167.6% | +367.4% | -199.8% | +74.2% |
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