-49.5%
ORCL vs PBF
+120.1%
-169.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.7% | -1.8% |
| 7D | -14.4% | -0.9% | -13.5% | -14.3% |
| 30D | -12.8% | -13.7% | +0.9% | -12.6% |
| 3M | -14.8% | +10.6% | -25.4% | -15.0% |
| 6M | -30.9% | +61.2% | -92.1% | -31.2% |
| YTD | -35.7% | +172.7% | -208.4% | -37.5% |
| 1Y | -49.5% | +111.0% | -160.5% | -48.9% |
| All | -49.5% | +120.1% | -169.5% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling