+39.5%
EXPE vs PBF
+407.6%
-368.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.7% |
| 7D | -9.3% | -13.8% | +4.4% | -8.1% |
| 30D | +0.1% | -19.6% | +19.8% | +2.1% |
| 3M | -15.3% | +10.3% | -25.6% | -16.8% |
| 6M | +5.5% | +63.4% | -58.0% | -2.0% |
| YTD | -8.0% | +152.6% | -160.6% | -21.0% |
| 1Y | +18.9% | +87.4% | -68.5% | +6.6% |
| 3Y | +135.5% | +63.3% | +72.3% | +102.5% |
| All | +39.5% | +407.6% | -368.2% | -5.5% |
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 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