+147.9%
OXY vs PBF
+799.3%
-651.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | +2.8% | +5.3% | -2.5% | +1.0% |
| 30D | +5.5% | +11.7% | -6.3% | +0.9% |
| 3M | +11.3% | +91.1% | -79.8% | -13.3% |
| 6M | +11.6% | +88.4% | -76.8% | -13.3% |
| YTD | +51.6% | +194.1% | -142.5% | -1.6% |
| 1Y | +36.2% | +180.4% | -144.2% | -11.6% |
| 3Y | +1.7% | +59.3% | -57.6% | -24.0% |
| All | +147.9% | +799.3% | -651.4% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling