+47.0%
CVX vs PBF
+120.1%
-73.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.7% | +3.0% | -2.5% |
| 7D | -5.3% | -0.9% | -4.4% | -5.2% |
| 30D | +5.1% | -13.7% | +18.8% | +7.5% |
| 3M | +14.9% | +10.6% | +4.3% | +11.9% |
| 6M | +14.9% | +61.2% | -46.3% | +3.3% |
| YTD | +46.3% | +172.7% | -126.4% | +18.1% |
| 1Y | +47.0% | +111.0% | -64.0% | +22.8% |
| All | +47.0% | +120.1% | -73.0% | +22.8% |
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