+134.1%
PSX vs PBF
+62.4%
+71.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.3% |
| 7D | +2.8% | +2.4% | +0.5% | +1.8% |
| 30D | +27.8% | +24.9% | +2.9% | +16.4% |
| 3M | +42.0% | +81.9% | -39.8% | +9.7% |
| 6M | +58.1% | +79.4% | -21.3% | +20.8% |
| YTD | +105.0% | +188.3% | -83.3% | +26.6% |
| 1Y | +104.9% | +177.3% | -72.3% | +25.9% |
| 3Y | +134.1% | +56.0% | +78.1% | +76.2% |
| All | +134.1% | +62.4% | +71.7% | +76.2% |
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