+97.5%
OXY vs PBF
+419.4%
-321.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +4.2% | +6.5% | -2.3% | +1.8% |
| 30D | -4.3% | -20.0% | +15.7% | +2.5% |
| 3M | +2.3% | -3.3% | +5.6% | +1.7% |
| 6M | +5.5% | +76.8% | -71.3% | -16.8% |
| YTD | +44.9% | +168.9% | -124.1% | -4.2% |
| 1Y | +42.6% | +96.4% | -53.8% | +5.3% |
| 3Y | +0.7% | +77.2% | -76.5% | -29.0% |
| All | +97.5% | +419.4% | -321.9% | -25.5% |
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