+1,878.7%
VLO vs PBF
+278.8%
+1,599.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +0.9% |
| 7D | -0.4% | -4.0% | +3.5% | +1.5% |
| 30D | -16.6% | -18.0% | +1.4% | -8.2% |
| 3M | +12.3% | +0.9% | +11.4% | +10.8% |
| 6M | +47.8% | +65.7% | -17.9% | +12.8% |
| YTD | +126.7% | +161.9% | -35.1% | +34.4% |
| 1Y | +105.4% | +77.8% | +27.6% | +46.4% |
| 3Y | +222.0% | +74.9% | +147.1% | +116.9% |
| 5Y | +449.8% | +423.4% | +26.5% | +104.4% |
| 10Y | +754.3% | +255.2% | +499.2% | +162.7% |
| All | +1,878.7% | +278.8% | +1,599.9% | +434.2% |
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 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