+32.7%
ORCL vs PBF
+65.3%
-32.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.2% |
| 7D | +5.3% | +4.3% | +1.0% | +5.0% |
| 30D | +10.0% | +22.0% | -12.0% | +8.6% |
| 3M | -32.6% | +74.5% | -107.1% | -35.0% |
| 6M | +4.9% | +67.7% | -62.7% | +0.7% |
| YTD | -17.8% | +179.2% | -196.9% | -24.4% |
| 1Y | -28.0% | +170.0% | -198.0% | -34.2% |
| All | +32.7% | +65.3% | -32.7% | +16.5% |
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