+144.0%
PSX vs PBF
+69.3%
+74.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | +1.2% |
| 7D | -7.8% | -15.3% | +7.5% | -1.5% |
| 30D | -9.9% | -21.8% | +11.9% | -0.8% |
| 3M | +16.9% | -0.2% | +17.1% | +15.8% |
| 6M | +48.0% | +63.6% | -15.6% | +18.5% |
| YTD | +98.3% | +147.5% | -49.2% | +30.0% |
| 1Y | +86.2% | +69.8% | +16.3% | +42.3% |
| 3Y | +144.0% | +65.3% | +78.7% | +75.2% |
| All | +144.0% | +69.3% | +74.7% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling