+152.1%
EXE vs PBF
+722.0%
-569.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | -0.4% |
| 7D | +1.5% | -4.0% | +5.5% | +2.2% |
| 30D | -0.2% | -18.0% | +17.8% | +3.5% |
| 3M | -9.2% | +0.9% | -10.2% | -10.4% |
| 6M | -7.2% | +65.7% | -73.0% | -18.5% |
| YTD | -18.3% | +161.9% | -180.1% | -36.5% |
| 1Y | -23.6% | +77.8% | -101.4% | -35.4% |
| 3Y | +21.9% | +74.9% | -52.9% | -1.7% |
| 5Y | +73.7% | +423.4% | -349.7% | +3.6% |
| All | +152.1% | +722.0% | -569.9% | +32.1% |
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