+102.5%
PSX vs PBF
+167.4%
-64.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +1.5% | +2.3% | -0.8% | +0.7% |
| 30D | +15.8% | +11.6% | +4.3% | +11.2% |
| 3M | +43.0% | +81.7% | -38.7% | +14.9% |
| 6M | +61.1% | +96.4% | -35.4% | +25.3% |
| YTD | +104.5% | +189.5% | -84.9% | +38.5% |
| 1Y | +102.5% | +180.7% | -78.2% | +37.7% |
| All | +102.5% | +167.4% | -64.8% | +37.7% |
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