+330.8%
PBF vs EXEL
+1,101.8%
-771.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +4.3% | +8.4% | -4.1% | +2.9% |
| 30D | +22.0% | +4.1% | +17.9% | +20.9% |
| 3M | +74.5% | +12.4% | +62.1% | +70.2% |
| 6M | +67.7% | +41.5% | +26.1% | +55.7% |
| YTD | +179.2% | +34.6% | +144.5% | +160.7% |
| 1Y | +170.0% | +57.9% | +112.1% | +143.5% |
| 3Y | +66.4% | +159.5% | -93.1% | +32.4% |
| 5Y | +764.5% | +198.5% | +566.0% | +561.2% |
| 10Y | +358.5% | +411.4% | -52.8% | +226.0% |
| All | +330.8% | +1,101.8% | -771.0% | +168.8% |
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 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