-24.2%
EXE vs PBF
+68.5%
-92.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.2% | +7.5% | +2.9% |
| 7D | -2.2% | -15.3% | +13.1% | -0.5% |
| 30D | -0.3% | -21.8% | +21.5% | +2.2% |
| 3M | -9.3% | -0.2% | -9.1% | -9.8% |
| 6M | -7.2% | +63.6% | -70.8% | -13.2% |
| YTD | -18.9% | +147.5% | -166.4% | -28.9% |
| All | -24.2% | +68.5% | -92.7% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling