+42.2%
CVX vs PBF
+62.4%
-20.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.1% |
| 7D | -0.6% | +2.4% | -3.0% | -1.1% |
| 30D | +13.4% | +24.9% | -11.4% | +8.1% |
| 3M | +11.8% | +81.9% | -70.0% | -2.4% |
| 6M | +12.4% | +79.4% | -66.9% | -2.5% |
| YTD | +41.5% | +188.3% | -146.8% | +9.8% |
| 1Y | +41.6% | +177.3% | -135.7% | +9.2% |
| 3Y | +42.2% | +56.0% | -13.8% | +15.5% |
| All | +42.2% | +62.4% | -20.1% | +15.5% |
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