-22.8%
LYB vs PBF
+59.1%
-81.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.4% |
| 7D | +0.3% | +5.3% | -5.1% | -1.1% |
| 30D | +2.5% | +11.7% | -9.3% | -0.9% |
| 3M | +1.4% | +91.1% | -89.7% | -16.4% |
| 6M | -3.5% | +88.4% | -91.9% | -20.1% |
| YTD | +52.0% | +194.1% | -142.1% | +11.8% |
| 1Y | +22.1% | +180.4% | -158.4% | -10.8% |
| 3Y | -22.8% | +59.3% | -82.1% | -44.9% |
| All | -22.8% | +59.1% | -81.9% | -44.9% |
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