+139.9%
LYB vs PBF
+318.7%
-178.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | -0.7% | +2.3% | -3.0% | -1.3% |
| 30D | +1.5% | +11.6% | -10.0% | -1.5% |
| 3M | -0.3% | +81.7% | -82.0% | -15.1% |
| 6M | +0.1% | +96.4% | -96.4% | -16.5% |
| YTD | +53.4% | +189.5% | -136.0% | +15.6% |
| 1Y | +25.6% | +180.7% | -155.1% | -6.0% |
| 3Y | -21.3% | +56.6% | -77.9% | -35.4% |
| 5Y | -2.4% | +802.0% | -804.4% | -52.1% |
| 10Y | +48.8% | +365.7% | -316.9% | -31.3% |
| All | +139.9% | +318.7% | -178.8% | +8.2% |
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