+76.4%
SLB vs PBF
+419.4%
-343.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +3.5% | +6.5% | -3.0% | +1.6% |
| 30D | +6.5% | -20.0% | +26.5% | +13.0% |
| 3M | -0.2% | -3.3% | +3.1% | -1.0% |
| 6M | -5.7% | +76.8% | -82.5% | -24.1% |
| YTD | +36.8% | +168.9% | -132.1% | -8.8% |
| 1Y | +45.8% | +96.4% | -50.6% | +8.2% |
| 3Y | +3.4% | +77.2% | -73.8% | -26.8% |
| All | +76.4% | +419.4% | -343.1% | -20.2% |
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 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