+510.0%
ORCL vs PBF
+303.9%
+206.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.2% |
| 7D | +5.3% | +4.3% | +1.0% | +4.8% |
| 30D | +10.0% | +22.0% | -12.0% | +7.7% |
| 3M | -32.6% | +74.5% | -107.1% | -36.7% |
| 6M | +4.9% | +67.7% | -62.7% | -1.7% |
| YTD | -17.8% | +179.2% | -196.9% | -27.3% |
| 1Y | -28.0% | +170.0% | -198.0% | -36.6% |
| 3Y | +36.0% | +66.4% | -30.4% | +22.9% |
| 5Y | +88.7% | +764.5% | -675.8% | +34.5% |
| 10Y | +346.9% | +358.5% | -11.6% | +195.1% |
| All | +510.0% | +303.9% | +206.2% | +303.4% |
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