+304.1%
PBF vs EXEL
+1,339.9%
-1,035.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.8% |
| 7D | -4.0% | -2.8% | -1.2% | -3.5% |
| 30D | -18.0% | +18.2% | -36.2% | -20.3% |
| 3M | +0.9% | +37.7% | -36.8% | -4.6% |
| 6M | +65.7% | +42.2% | +23.5% | +54.9% |
| YTD | +161.9% | +61.3% | +100.6% | +137.0% |
| 1Y | +77.8% | +64.5% | +13.3% | +60.1% |
| 3Y | +74.9% | +236.7% | -161.8% | +33.1% |
| 5Y | +423.4% | +296.3% | +127.1% | +280.2% |
| 10Y | +255.2% | +331.1% | -75.9% | +153.1% |
| All | +304.1% | +1,339.9% | -1,035.8% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling