+20.7%
EXE vs PBF
+62.4%
-41.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.1% |
| 7D | -1.8% | +2.4% | -4.2% | -2.1% |
| 30D | +6.4% | +24.9% | -18.5% | +3.3% |
| 3M | +9.2% | +81.9% | -72.6% | +0.6% |
| 6M | -7.0% | +79.4% | -86.4% | -14.7% |
| YTD | -9.5% | +188.3% | -197.8% | -22.5% |
| 1Y | +6.2% | +177.3% | -171.0% | -9.1% |
| 3Y | +20.7% | +56.0% | -35.3% | +12.0% |
| All | +20.7% | +62.4% | -41.6% | +12.0% |
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