+922.6%
VLO vs PBF
+352.8%
+569.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +1.7% |
| 7D | +5.8% | +2.4% | +3.4% | +4.6% |
| 30D | +28.3% | +24.9% | +3.5% | +14.9% |
| 3M | +48.7% | +81.9% | -33.1% | +9.6% |
| 6M | +71.9% | +79.4% | -7.5% | +25.7% |
| YTD | +138.7% | +188.3% | -49.6% | +36.8% |
| 1Y | +148.5% | +177.3% | -28.8% | +42.5% |
| 3Y | +192.7% | +56.0% | +136.7% | +110.5% |
| 5Y | +601.6% | +804.0% | -202.4% | +103.4% |
| All | +922.6% | +352.8% | +569.7% | +206.6% |
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