-29.4%
TSCO vs PBF
+120.1%
-149.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.7% | +10.9% | +3.9% |
| 7D | +15.7% | -0.9% | +16.6% | +15.6% |
| 30D | +16.4% | -13.7% | +30.1% | +15.7% |
| 3M | +11.2% | +10.6% | +0.6% | +12.1% |
| 6M | +14.9% | +61.2% | -46.3% | +16.8% |
| YTD | -25.4% | +172.7% | -198.1% | -27.0% |
| 1Y | -29.4% | +111.0% | -140.4% | -29.5% |
| All | -29.4% | +120.1% | -149.4% | -29.5% |
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