+25.6%
EOG vs PBF
+55.5%
-29.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -1.3% | +1.4% | -2.7% | -1.7% |
| 30D | +3.4% | +15.8% | -12.5% | -0.7% |
| 3M | +7.8% | +90.3% | -82.4% | -9.6% |
| 6M | +13.4% | +102.8% | -89.5% | -7.1% |
| YTD | +43.5% | +187.3% | -143.8% | +6.2% |
| 1Y | +29.7% | +161.8% | -132.2% | -3.0% |
| All | +25.6% | +55.5% | -29.9% | +1.9% |
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