+364.5%
EXPE vs PBF
+258.1%
+106.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.2% | -1.2% |
| 7D | -11.2% | -15.3% | +4.1% | -8.6% |
| 30D | -7.5% | -21.8% | +14.3% | -3.7% |
| 3M | -19.1% | -0.2% | -18.9% | -20.0% |
| 6M | +10.7% | +63.6% | -52.9% | -1.7% |
| YTD | -9.9% | +147.5% | -157.4% | -28.1% |
| 1Y | -4.6% | +69.8% | -74.4% | -18.2% |
| 3Y | +116.8% | +65.3% | +51.5% | +77.3% |
| 5Y | +38.6% | +393.4% | -354.8% | -16.4% |
| 10Y | +115.9% | +240.3% | -124.4% | +10.1% |
| All | +364.5% | +258.1% | +106.5% | +109.7% |
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