+240.3%
PBF vs USHY
+50.7%
+189.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +2.4% | 0.0% | +2.3% | +2.3% |
| 30D | +24.9% | 0.0% | +24.9% | +24.9% |
| 3M | +81.9% | +1.2% | +80.7% | +75.8% |
| 6M | +79.4% | +2.6% | +76.8% | +63.3% |
| YTD | +188.3% | +2.4% | +185.9% | +164.1% |
| 1Y | +177.3% | +4.2% | +173.0% | +141.5% |
| 3Y | +56.0% | +28.0% | +28.0% | -24.1% |
| 5Y | +804.0% | +21.8% | +782.2% | +425.6% |
| All | +240.3% | +50.7% | +189.6% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling