+361.0%
ORLY vs PBF
+374.8%
-13.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -2.4% | +5.3% | -7.7% | -2.7% |
| 30D | -6.8% | +11.7% | -18.5% | -7.6% |
| 3M | -4.8% | +91.1% | -95.8% | -9.4% |
| 6M | -9.1% | +88.4% | -97.5% | -13.8% |
| YTD | -5.9% | +194.1% | -200.0% | -14.1% |
| 1Y | -20.4% | +180.4% | -200.8% | -27.4% |
| 3Y | +36.6% | +59.3% | -22.7% | +27.9% |
| 5Y | +117.3% | +816.3% | -698.9% | +65.9% |
| All | +361.0% | +374.8% | -13.8% | +226.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling