+145.4%
VLO vs PBF
+172.0%
-26.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +6.2% | +1.4% | +4.9% | +5.6% |
| 30D | +23.5% | +15.8% | +7.7% | +15.5% |
| 3M | +53.9% | +90.3% | -36.4% | +14.7% |
| 6M | +81.7% | +102.8% | -21.1% | +31.3% |
| YTD | +142.5% | +187.3% | -44.9% | +51.0% |
| 1Y | +145.4% | +161.8% | -16.4% | +58.0% |
| All | +145.4% | +172.0% | -26.6% | +58.0% |
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