+347.7%
ORCL vs PBF
+265.5%
+82.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -11.2% | -13.8% | +2.6% | -9.8% |
| 30D | -18.8% | -19.6% | +0.8% | -17.2% |
| 3M | -18.8% | +10.3% | -29.0% | -20.0% |
| 6M | -39.7% | +63.4% | -103.2% | -43.2% |
| YTD | -39.6% | +152.6% | -192.3% | -46.3% |
| 1Y | -51.7% | +87.4% | -139.1% | -55.7% |
| 3Y | +10.2% | +63.3% | -53.0% | -0.5% |
| 5Y | +30.8% | +412.5% | -381.6% | -0.5% |
| 10Y | +252.1% | +282.5% | -30.4% | +137.1% |
| All | +347.7% | +265.5% | +82.2% | +198.0% |
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