+247.1%
PBF vs USHY
+49.7%
+197.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.5% |
| 7D | +5.3% | -0.7% | +6.0% | +7.3% |
| 30D | +11.7% | -0.7% | +12.4% | +13.8% |
| 3M | +91.1% | +0.1% | +91.0% | +90.6% |
| 6M | +88.4% | +1.8% | +86.7% | +76.0% |
| YTD | +194.1% | +1.8% | +192.3% | +174.3% |
| 1Y | +180.4% | +3.3% | +177.1% | +150.6% |
| 3Y | +59.3% | +27.0% | +32.3% | -20.6% |
| 5Y | +816.3% | +21.0% | +795.2% | +441.9% |
| All | +247.1% | +49.7% | +197.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling