+399.4%
TSCO vs PBF
+303.9%
+95.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +0.8% | +4.3% | -3.5% | +0.4% |
| 30D | +5.5% | +22.0% | -16.5% | +3.7% |
| 3M | +20.0% | +74.5% | -54.5% | +14.1% |
| 6M | -29.8% | +67.7% | -97.5% | -33.4% |
| YTD | -28.7% | +179.2% | -207.8% | -35.5% |
| 1Y | -40.9% | +170.0% | -210.9% | -46.6% |
| 3Y | -15.9% | +66.4% | -82.3% | -22.6% |
| 5Y | -3.5% | +764.5% | -768.0% | -25.2% |
| 10Y | +142.2% | +358.5% | -216.3% | +78.2% |
| All | +399.4% | +303.9% | +95.6% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling