+23.7%
OXY vs PBF
+303.9%
-280.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | +1.6% | +4.3% | -2.7% | 0.0% |
| 30D | +11.6% | +22.0% | -10.4% | +2.7% |
| 3M | +2.8% | +74.5% | -71.7% | -19.1% |
| 6M | +13.0% | +67.7% | -54.6% | -11.0% |
| YTD | +47.4% | +179.2% | -131.8% | -6.3% |
| 1Y | +31.5% | +170.0% | -138.5% | -17.1% |
| 3Y | -1.9% | +66.4% | -68.3% | -30.6% |
| 5Y | +148.0% | +764.5% | -616.5% | -18.5% |
| 10Y | +2.3% | +358.5% | -356.3% | -64.9% |
| All | +23.7% | +303.9% | -280.1% | -58.3% |
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 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