+479.8%
SYK vs PBF
+315.7%
+164.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -11.8% | +1.4% | -13.2% | -11.9% |
| 30D | -20.4% | +15.8% | -36.2% | -21.7% |
| 3M | -12.1% | +90.3% | -102.3% | -18.4% |
| 6M | -24.3% | +102.8% | -127.2% | -30.9% |
| YTD | -21.2% | +187.3% | -208.6% | -31.4% |
| 1Y | -29.2% | +161.8% | -191.0% | -38.0% |
| 3Y | -2.1% | +55.5% | -57.5% | -11.5% |
| 5Y | +4.7% | +801.9% | -797.2% | -29.2% |
| 10Y | +178.2% | +362.2% | -184.0% | +72.8% |
| All | +479.8% | +315.7% | +164.2% | +258.6% |
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