+804.0%
PBF vs EXEL
+195.7%
+608.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.5% | +3.5% |
| 7D | +2.4% | +1.4% | +1.0% | +2.2% |
| 30D | +24.9% | +6.7% | +18.2% | +24.0% |
| 3M | +81.9% | +11.5% | +70.4% | +79.3% |
| 6M | +79.4% | +38.8% | +40.6% | +70.8% |
| YTD | +188.3% | +31.6% | +156.7% | +175.8% |
| 1Y | +177.3% | +53.0% | +124.2% | +156.6% |
| 3Y | +56.0% | +160.8% | -104.8% | +20.6% |
| 5Y | +804.0% | +190.1% | +613.9% | +529.9% |
| All | +804.0% | +195.7% | +608.3% | +529.9% |
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 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