-43.7%
TSCO vs PBF
+184.8%
-228.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.5% |
| 7D | -5.7% | +5.3% | -11.0% | -5.5% |
| 30D | -8.8% | +11.7% | -20.5% | -8.3% |
| 3M | +6.3% | +91.1% | -84.8% | +7.9% |
| 6M | -32.3% | +88.4% | -120.7% | -31.2% |
| YTD | -32.7% | +194.1% | -226.8% | -33.7% |
| 1Y | -43.7% | +180.4% | -224.1% | -44.3% |
| All | -43.7% | +184.8% | -228.5% | -44.3% |
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