+128.3%
CVX vs PBF
+420.6%
-292.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | -0.4% |
| 7D | -1.7% | -4.0% | +2.3% | -0.9% |
| 30D | -0.8% | -18.0% | +17.2% | +3.4% |
| 3M | +9.4% | +0.9% | +8.5% | +7.9% |
| 6M | +17.5% | +65.7% | -48.2% | +1.7% |
| YTD | +43.8% | +161.9% | -118.0% | +8.9% |
| 1Y | +41.9% | +77.8% | -35.9% | +17.9% |
| 3Y | +69.1% | +74.9% | -5.7% | +32.7% |
| 5Y | +128.3% | +423.4% | -295.1% | +33.5% |
| All | +128.3% | +420.6% | -292.3% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling