+77.8%
PBF vs EXEL
+70.6%
+7.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.8% |
| 7D | -4.0% | -2.8% | -1.2% | -4.9% |
| 30D | -18.0% | +18.2% | -36.2% | -12.9% |
| 3M | +0.9% | +37.7% | -36.8% | +13.8% |
| 6M | +65.7% | +42.2% | +23.5% | +90.9% |
| YTD | +161.9% | +61.3% | +100.6% | +218.1% |
| 1Y | +77.8% | +64.5% | +13.3% | +115.4% |
| All | +77.8% | +70.6% | +7.2% | +115.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling