+218.9%
CTVA vs PBF
+207.1%
+11.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | -4.7% | +2.3% | -7.0% | -5.0% |
| 30D | +11.1% | +11.6% | -0.5% | +9.1% |
| 3M | +13.7% | +81.7% | -68.0% | +3.3% |
| 6M | +11.2% | +96.4% | -85.2% | -0.9% |
| YTD | +26.9% | +189.5% | -162.6% | +5.7% |
| 1Y | +18.8% | +180.7% | -161.9% | -1.4% |
| 3Y | +75.9% | +56.6% | +19.3% | +54.3% |
| 5Y | +105.2% | +802.0% | -696.8% | +30.8% |
| All | +218.9% | +207.1% | +11.8% | +104.2% |
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