+55.7%
PBF vs USHY
+27.6%
+28.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | +1.4% | -0.1% | +1.5% | +1.6% |
| 30D | +15.8% | 0.0% | +15.9% | +15.9% |
| 3M | +90.3% | +0.8% | +89.4% | +87.4% |
| 6M | +102.8% | +1.9% | +100.9% | +93.9% |
| YTD | +187.3% | +2.3% | +185.1% | +172.3% |
| 1Y | +161.8% | +4.1% | +157.7% | +135.8% |
| All | +55.7% | +27.6% | +28.0% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling