+347.3%
PBF vs EXPD
+315.7%
+31.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.8% |
| 7D | +4.3% | -1.1% | +5.4% | +4.9% |
| 30D | +22.0% | +4.1% | +17.9% | +19.1% |
| 3M | +74.5% | +17.9% | +56.6% | +57.5% |
| 6M | +67.7% | +29.2% | +38.5% | +42.3% |
| YTD | +179.2% | +27.4% | +151.8% | +136.2% |
| 1Y | +170.0% | +56.8% | +113.2% | +98.3% |
| 3Y | +66.4% | +68.0% | -1.7% | +14.7% |
| 5Y | +764.5% | +61.9% | +702.6% | +480.0% |
| All | +347.3% | +315.7% | +31.6% | +67.5% |
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