+240.8%
CVX vs PBF
+303.9%
-63.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | +3.3% | +4.3% | -1.0% | +2.3% |
| 30D | +12.9% | +22.0% | -9.1% | +7.3% |
| 3M | +11.7% | +74.5% | -62.8% | -3.7% |
| 6M | +14.1% | +67.7% | -53.5% | -1.7% |
| YTD | +40.7% | +179.2% | -138.5% | +6.0% |
| 1Y | +37.5% | +170.0% | -132.5% | +3.0% |
| 3Y | +43.9% | +66.4% | -22.4% | +15.6% |
| 5Y | +161.5% | +764.5% | -603.0% | +30.7% |
| 10Y | +215.1% | +358.5% | -143.4% | +44.4% |
| All | +240.8% | +303.9% | -63.0% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling