+99.6%
PSX vs PBF
+176.4%
-76.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +4.5% | +4.3% | +0.2% | +3.0% |
| 30D | +26.6% | +22.0% | +4.6% | +18.0% |
| 3M | +39.3% | +74.5% | -35.2% | +13.6% |
| 6M | +56.8% | +67.7% | -10.9% | +28.1% |
| YTD | +101.8% | +179.2% | -77.4% | +39.0% |
| 1Y | +99.6% | +170.0% | -70.4% | +38.1% |
| All | +99.6% | +176.4% | -76.7% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling