+210.5%
VLO vs PBF
+69.3%
+141.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | +0.9% |
| 7D | -9.5% | -15.3% | +5.8% | -1.9% |
| 30D | -19.1% | -21.8% | +2.6% | -8.9% |
| 3M | +11.4% | -0.2% | +11.6% | +10.7% |
| 6M | +46.7% | +63.6% | -16.9% | +12.9% |
| YTD | +118.6% | +147.5% | -28.9% | +33.3% |
| 1Y | +99.9% | +69.8% | +30.1% | +46.6% |
| 3Y | +210.5% | +65.3% | +145.2% | +120.2% |
| All | +210.5% | +69.3% | +141.2% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling