+32.0%
CTVA vs PBF
+120.1%
-88.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.7% | +9.9% | +3.5% |
| 7D | +8.2% | -0.9% | +9.1% | +8.2% |
| 30D | -1.0% | -13.7% | +12.7% | -0.3% |
| 3M | +4.6% | +10.6% | -6.1% | +4.2% |
| 6M | +0.5% | +61.2% | -60.7% | -1.6% |
| YTD | +22.7% | +172.7% | -150.0% | +15.3% |
| 1Y | +32.0% | +111.0% | -79.0% | +27.1% |
| All | +32.0% | +120.1% | -88.1% | +27.1% |
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