+255.2%
PBF vs EXPD
+337.7%
-82.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.9% | +4.1% |
| 7D | -4.0% | -1.6% | -2.4% | -3.0% |
| 30D | -18.0% | +0.6% | -18.6% | -18.1% |
| 3M | +0.9% | +9.8% | -8.9% | -4.4% |
| 6M | +65.7% | +25.8% | +40.0% | +43.7% |
| YTD | +161.9% | +31.3% | +130.6% | +117.3% |
| 1Y | +77.8% | +40.9% | +36.9% | +40.7% |
| 3Y | +74.9% | +74.7% | +0.1% | +17.7% |
| 5Y | +423.4% | +62.9% | +360.5% | +253.9% |
| 10Y | +255.2% | +334.3% | -79.2% | -0.6% |
| All | +255.2% | +337.7% | -82.6% | -0.6% |
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