+120.6%
VLO vs PBF
+120.1%
+0.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.7% | +0.9% | -2.7% |
| 7D | -6.0% | -0.9% | -5.1% | -5.5% |
| 30D | -12.9% | -13.7% | +0.8% | -6.8% |
| 3M | +18.3% | +10.6% | +7.7% | +12.6% |
| 6M | +46.4% | +61.2% | -14.7% | +16.1% |
| YTD | +127.7% | +172.7% | -45.0% | +43.3% |
| 1Y | +120.6% | +111.0% | +9.6% | +57.1% |
| All | +120.6% | +120.1% | +0.6% | +57.1% |
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