-31.1%
ORCL vs PBF
+176.6%
-207.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +2.4% |
| 7D | +15.0% | +2.4% | +12.6% | +15.1% |
| 30D | +10.5% | +24.9% | -14.3% | +11.3% |
| 3M | -23.0% | +81.9% | -104.9% | -20.7% |
| 6M | +7.0% | +79.4% | -72.4% | +9.3% |
| YTD | -15.8% | +188.3% | -204.1% | -9.2% |
| 1Y | -31.1% | +177.3% | -208.3% | -19.3% |
| All | -31.1% | +176.6% | -207.6% | -19.3% |
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