+219.2%
CVX vs PBF
+374.8%
-155.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | +2.6% | +5.3% | -2.7% | +1.3% |
| 30D | +9.8% | +11.7% | -1.9% | +6.5% |
| 3M | +16.2% | +91.1% | -74.9% | -2.7% |
| 6M | +13.6% | +88.4% | -74.8% | -5.4% |
| YTD | +44.4% | +194.1% | -149.7% | +5.8% |
| 1Y | +40.6% | +180.4% | -139.8% | +2.9% |
| 3Y | +48.2% | +59.3% | -11.1% | +19.1% |
| 5Y | +172.3% | +816.3% | -644.0% | +28.2% |
| All | +219.2% | +374.8% | -155.6% | +41.9% |
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