+205.4%
XOM vs PBF
+260.7%
-55.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +2.8% | +6.5% | -3.6% | +1.2% |
| 30D | -3.6% | -20.0% | +16.4% | +1.5% |
| 3M | +8.2% | -3.3% | +11.6% | +7.9% |
| 6M | +14.0% | +76.8% | -62.8% | -3.5% |
| YTD | +44.6% | +168.9% | -124.3% | +8.0% |
| 1Y | +47.8% | +96.4% | -48.6% | +19.1% |
| 3Y | +79.6% | +77.2% | +2.4% | +40.1% |
| 5Y | +214.3% | +417.7% | -203.5% | +78.2% |
| All | +205.4% | +260.7% | -55.3% | +55.7% |
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