+252.3%
PBF vs EXPD
+334.2%
-81.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +1.8% |
| 7D | -7.4% | -5.5% | -1.9% | -4.1% |
| 30D | -17.5% | -1.9% | -15.6% | -16.5% |
| 3M | +13.1% | +6.1% | +7.0% | +9.2% |
| 6M | +72.6% | +21.6% | +51.0% | +52.6% |
| YTD | +161.2% | +27.9% | +133.3% | +120.0% |
| 1Y | +93.3% | +39.4% | +53.9% | +54.0% |
| 3Y | +80.7% | +72.7% | +8.0% | +22.4% |
| 5Y | +396.1% | +60.3% | +335.8% | +237.5% |
| 10Y | +252.3% | +332.6% | -80.3% | +1.9% |
| All | +252.3% | +334.2% | -81.9% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling