+213.3%
XOM vs PBF
+317.1%
-103.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | 0.0% |
| 7D | -2.4% | +2.4% | -4.7% | -2.9% |
| 30D | +5.7% | +24.9% | -19.2% | 0.0% |
| 3M | +6.6% | +81.9% | -75.3% | -8.5% |
| 6M | +7.7% | +79.4% | -71.7% | -8.1% |
| YTD | +36.2% | +188.3% | -152.1% | +3.2% |
| 1Y | +50.5% | +177.3% | -126.8% | +13.7% |
| 3Y | +53.4% | +56.0% | -2.6% | +26.6% |
| 5Y | +254.2% | +804.0% | -549.8% | +87.3% |
| 10Y | +177.9% | +334.1% | -156.2% | +41.5% |
| All | +213.3% | +317.1% | -103.8% | +49.9% |
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 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