+59.7%
XOM vs PBF
+56.6%
+3.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.9% | +2.3% | -0.5% | +1.4% |
| 30D | +4.1% | +11.6% | -7.5% | +1.4% |
| 3M | +10.4% | +81.7% | -71.3% | -4.0% |
| 6M | +13.0% | +96.4% | -83.4% | -3.9% |
| YTD | +40.1% | +189.5% | -149.4% | +8.2% |
| 1Y | +51.1% | +180.7% | -129.6% | +16.2% |
| All | +59.7% | +56.6% | +3.1% | +34.4% |
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