+115.6%
EOG vs PBF
+419.4%
-303.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | +7.6% | +6.5% | +1.1% | +5.5% |
| 30D | +3.4% | -20.0% | +23.4% | +9.9% |
| 3M | +12.7% | -3.3% | +16.0% | +12.1% |
| 6M | +19.0% | +76.8% | -57.8% | -3.1% |
| YTD | +55.6% | +168.9% | -113.4% | +8.4% |
| 1Y | +49.5% | +96.4% | -46.8% | +14.7% |
| 3Y | +43.2% | +77.2% | -34.0% | +5.6% |
| All | +115.6% | +419.4% | -303.8% | +8.6% |
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