+18.8%
CTVA vs PBF
+167.4%
-148.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.3% |
| 7D | -4.7% | +2.3% | -7.0% | -4.7% |
| 30D | +11.1% | +11.6% | -0.5% | +10.6% |
| 3M | +13.7% | +81.7% | -68.0% | +11.0% |
| 6M | +11.2% | +96.4% | -85.2% | +8.2% |
| YTD | +26.9% | +189.5% | -162.6% | +20.5% |
| 1Y | +18.8% | +180.7% | -161.9% | +13.7% |
| All | +18.8% | +167.4% | -148.5% | +13.7% |
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