+1,322.2%
ORLY vs PBF
+315.7%
+1,006.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.2% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | -6.7% | +15.8% | -22.5% | -7.8% |
| 3M | -3.8% | +90.3% | -94.1% | -9.0% |
| 6M | -9.0% | +102.8% | -111.8% | -14.9% |
| YTD | -5.6% | +187.3% | -193.0% | -14.6% |
| 1Y | -19.5% | +161.8% | -181.3% | -27.0% |
| 3Y | +34.7% | +55.5% | -20.7% | +25.4% |
| 5Y | +118.0% | +801.9% | -683.9% | +62.6% |
| 10Y | +364.1% | +362.2% | +1.9% | +219.3% |
| All | +1,322.2% | +315.7% | +1,006.5% | +863.0% |
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