-44.9%
ORCL vs PBF
+78.3%
-123.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.8% | +3.0% | +8.6% |
| 7D | +3.8% | -4.0% | +7.7% | +3.8% |
| 30D | -6.6% | -18.0% | +11.4% | -6.2% |
| 3M | -11.4% | +0.9% | -12.3% | -11.5% |
| 6M | -33.3% | +65.7% | -99.0% | -33.7% |
| YTD | -33.3% | +161.9% | -195.1% | -35.4% |
| 1Y | -44.9% | +77.8% | -122.7% | -40.9% |
| All | -44.9% | +78.3% | -123.2% | -40.9% |
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