+36.1%
ORLY vs PBF
+56.6%
-20.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -2.1% | +2.3% | -4.5% | -2.2% |
| 30D | -7.6% | +11.6% | -19.2% | -7.7% |
| 3M | -5.5% | +81.7% | -87.2% | -6.1% |
| 6M | -9.7% | +96.4% | -106.2% | -10.7% |
| YTD | -6.2% | +189.5% | -195.7% | -8.4% |
| 1Y | -18.6% | +180.7% | -199.4% | -20.6% |
| All | +36.1% | +56.6% | -20.5% | +36.7% |
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