+118.9%
EOG vs PBF
+374.8%
-255.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | +1.5% | +5.3% | -3.8% | -0.2% |
| 30D | +2.9% | +11.7% | -8.8% | -1.0% |
| 3M | +8.7% | +91.1% | -82.3% | -12.9% |
| 6M | +12.9% | +88.4% | -75.5% | -10.0% |
| YTD | +43.8% | +194.1% | -150.2% | -2.1% |
| 1Y | +27.1% | +180.4% | -153.3% | -13.5% |
| 3Y | +25.9% | +59.3% | -33.4% | -3.5% |
| 5Y | +177.9% | +816.3% | -638.3% | +12.3% |
| All | +118.9% | +374.8% | -255.9% | -3.1% |
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