+103.6%
EXE vs PBF
+735.5%
-631.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.4% |
| 7D | -1.8% | +2.4% | -4.2% | -2.3% |
| 30D | +6.4% | +24.9% | -18.5% | +1.1% |
| 3M | +9.2% | +81.9% | -72.6% | -5.4% |
| 6M | -7.0% | +79.4% | -86.4% | -20.2% |
| YTD | -9.5% | +188.3% | -197.8% | -31.2% |
| 1Y | +6.2% | +177.3% | -171.0% | -19.6% |
| 3Y | +20.7% | +56.0% | -35.3% | +1.9% |
| 5Y | +103.6% | +804.0% | -700.4% | -1.6% |
| All | +103.6% | +735.5% | -631.9% | -1.6% |
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