+180.7%
PBF vs EXEL
+50.0%
+130.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +0.3% |
| 7D | +2.3% | -2.9% | +5.2% | +1.5% |
| 30D | +11.6% | +11.9% | -0.3% | +15.3% |
| 3M | +81.7% | +9.2% | +72.5% | +87.3% |
| 6M | +96.4% | +39.1% | +57.4% | +115.1% |
| YTD | +189.5% | +31.0% | +158.4% | +213.7% |
| 1Y | +180.7% | +52.3% | +128.4% | +204.3% |
| All | +180.7% | +50.0% | +130.7% | +204.3% |
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