+362.2%
PBF vs EXEL
+378.5%
-16.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.6% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | +15.8% | +10.1% | +5.7% | +12.7% |
| 3M | +90.3% | +10.1% | +80.2% | +84.1% |
| 6M | +102.8% | +37.7% | +65.1% | +82.2% |
| YTD | +187.3% | +33.1% | +154.2% | +158.8% |
| 1Y | +161.8% | +52.4% | +109.5% | +124.5% |
| 3Y | +55.5% | +163.8% | -108.3% | +5.6% |
| 5Y | +801.9% | +198.5% | +603.4% | +471.5% |
| 10Y | +362.2% | +386.9% | -24.7% | +145.9% |
| All | +362.2% | +378.5% | -16.3% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling