+180.4%
PBF vs USHY
+3.5%
+176.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.7% |
| 7D | +5.3% | -0.7% | +6.0% | +3.1% |
| 30D | +11.7% | -0.7% | +12.4% | +9.4% |
| 3M | +91.1% | +0.1% | +91.0% | +91.1% |
| 6M | +88.4% | +1.8% | +86.7% | +102.4% |
| YTD | +194.1% | +1.8% | +192.3% | +216.4% |
| 1Y | +180.4% | +3.3% | +177.1% | +179.7% |
| All | +180.4% | +3.5% | +176.9% | +179.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling