+287.7%
PSX vs PBF
+380.2%
-92.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | +1.2% |
| 7D | -7.8% | -15.3% | +7.5% | -1.4% |
| 30D | -9.9% | -21.8% | +11.9% | -0.6% |
| 3M | +16.9% | -0.2% | +17.1% | +15.7% |
| 6M | +48.0% | +63.6% | -15.6% | +17.8% |
| YTD | +98.3% | +147.5% | -49.2% | +29.0% |
| 1Y | +86.2% | +69.8% | +16.3% | +41.2% |
| 3Y | +144.0% | +65.3% | +78.7% | +73.4% |
| 5Y | +287.7% | +393.4% | -105.7% | +74.8% |
| All | +287.7% | +380.2% | -92.5% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling