-10.3%
TSCO vs PBF
+785.3%
-795.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.4% |
| 7D | -3.1% | +2.3% | -5.4% | -3.2% |
| 30D | -4.4% | +11.6% | -15.9% | -5.0% |
| 3M | +9.7% | +81.7% | -72.0% | +5.5% |
| 6M | -32.4% | +96.4% | -128.9% | -35.6% |
| YTD | -31.7% | +189.5% | -221.1% | -37.1% |
| 1Y | -41.3% | +180.7% | -222.0% | -46.1% |
| 3Y | -18.3% | +56.6% | -74.9% | -23.8% |
| 5Y | -10.3% | +802.0% | -812.2% | -19.7% |
| All | -10.3% | +785.3% | -795.6% | -19.7% |
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