+386.6%
PSX vs PBF
+351.3%
+35.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | +1.8% | +1.4% | +0.5% | +1.3% |
| 30D | +21.6% | +15.8% | +5.8% | +14.5% |
| 3M | +46.5% | +90.3% | -43.8% | +12.1% |
| 6M | +62.0% | +102.8% | -40.8% | +19.5% |
| YTD | +106.3% | +187.3% | -81.0% | +30.6% |
| 1Y | +103.0% | +161.8% | -58.9% | +31.1% |
| 3Y | +135.5% | +55.5% | +80.1% | +77.1% |
| 5Y | +368.5% | +801.9% | -433.4% | +64.4% |
| 10Y | +386.6% | +362.2% | +24.3% | +71.5% |
| All | +386.6% | +351.3% | +35.3% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling