+75.7%
CTVA vs PBF
+55.5%
+20.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -5.8% | +1.4% | -7.2% | -6.0% |
| 30D | +11.1% | +15.8% | -4.8% | +9.1% |
| 3M | +13.2% | +90.3% | -77.0% | +4.3% |
| 6M | +8.7% | +102.8% | -94.1% | -1.3% |
| YTD | +27.3% | +187.3% | -160.0% | +8.9% |
| 1Y | +18.0% | +161.8% | -143.8% | +1.3% |
| All | +75.7% | +55.5% | +20.2% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling