+181.2%
TSCO vs PBF
+374.8%
-193.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -5.7% | +5.3% | -11.0% | -6.0% |
| 30D | -8.8% | +11.7% | -20.5% | -9.5% |
| 3M | +6.3% | +91.1% | -84.8% | +1.3% |
| 6M | -32.3% | +88.4% | -120.7% | -35.7% |
| YTD | -32.7% | +194.1% | -226.8% | -38.5% |
| 1Y | -43.7% | +180.4% | -224.1% | -48.5% |
| 3Y | -19.7% | +59.3% | -79.0% | -25.0% |
| 5Y | -11.6% | +816.3% | -827.9% | -28.8% |
| All | +181.2% | +374.8% | -193.6% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling