+261.8%
XOM vs PBF
+817.4%
-555.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.3% |
| 7D | 0.0% | +1.4% | -1.3% | -0.3% |
| 30D | +3.4% | +15.8% | -12.4% | -0.8% |
| 3M | +11.0% | +90.3% | -79.3% | -7.8% |
| 6M | +10.6% | +102.8% | -92.2% | -10.4% |
| YTD | +39.2% | +187.3% | -148.1% | +1.1% |
| 1Y | +52.7% | +161.8% | -109.1% | +12.0% |
| 3Y | +56.8% | +55.5% | +1.3% | +26.8% |
| 5Y | +261.8% | +801.9% | -540.1% | +71.9% |
| All | +261.8% | +817.4% | -555.6% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling