+357.1%
PSX vs PBF
+261.5%
+95.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.6% | +0.9% |
| 7D | -0.4% | -4.0% | +3.6% | +1.2% |
| 30D | -8.1% | -18.0% | +9.9% | -0.9% |
| 3M | +15.9% | +0.9% | +15.0% | +14.2% |
| 6M | +49.4% | +65.7% | -16.3% | +19.4% |
| YTD | +104.7% | +161.9% | -57.2% | +32.8% |
| 1Y | +89.1% | +77.8% | +11.3% | +42.5% |
| 3Y | +151.7% | +74.9% | +76.9% | +79.1% |
| 5Y | +298.3% | +423.4% | -125.1% | +71.8% |
| 10Y | +357.1% | +255.2% | +101.9% | +70.9% |
| All | +357.1% | +261.5% | +95.6% | +70.9% |
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