+172.2%
CVX vs PBF
+817.4%
-645.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | +1.0% | +1.4% | -0.4% | +0.6% |
| 30D | +10.7% | +15.8% | -5.2% | +6.6% |
| 3M | +15.5% | +90.3% | -74.8% | -2.1% |
| 6M | +14.9% | +102.8% | -87.9% | -4.8% |
| YTD | +44.2% | +187.3% | -143.1% | +8.4% |
| 1Y | +43.5% | +161.8% | -118.3% | +8.8% |
| 3Y | +45.0% | +55.5% | -10.5% | +18.9% |
| 5Y | +172.2% | +801.9% | -629.8% | +46.5% |
| All | +172.2% | +817.4% | -645.2% | +46.5% |
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