+185.7%
EXPE vs PBF
+64.9%
+120.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -9.5% | +4.3% | -13.8% | -9.8% |
| 30D | -6.6% | +22.0% | -28.6% | -8.0% |
| 3M | +31.4% | +74.5% | -43.1% | +25.0% |
| 6M | +35.2% | +67.7% | -32.5% | +28.2% |
| YTD | +5.8% | +179.2% | -173.4% | -6.9% |
| 1Y | +38.7% | +170.0% | -131.3% | +21.1% |
| All | +185.7% | +64.9% | +120.8% | +138.0% |
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