+423.4%
PBF vs EXEL
+286.3%
+137.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.8% |
| 7D | -4.0% | -2.8% | -1.2% | -3.8% |
| 30D | -18.0% | +18.2% | -36.2% | -18.9% |
| 3M | +0.9% | +37.7% | -36.8% | -1.2% |
| 6M | +65.7% | +42.2% | +23.5% | +61.1% |
| YTD | +161.9% | +61.3% | +100.6% | +149.8% |
| 1Y | +77.8% | +64.5% | +13.3% | +69.0% |
| 3Y | +74.9% | +236.7% | -161.8% | +38.1% |
| 5Y | +423.4% | +296.3% | +127.1% | +287.8% |
| All | +423.4% | +286.3% | +137.0% | +287.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling