+240.3%
PBF vs EXPD
+329.8%
-89.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.1% |
| 7D | -15.3% | -7.4% | -7.9% | -11.3% |
| 30D | -21.8% | -2.1% | -19.7% | -20.7% |
| 3M | -0.2% | +5.7% | -5.9% | -3.5% |
| 6M | +63.6% | +21.4% | +42.2% | +44.8% |
| YTD | +147.5% | +27.6% | +119.9% | +108.7% |
| 1Y | +69.8% | +36.1% | +33.7% | +37.2% |
| 3Y | +65.3% | +69.9% | -4.6% | +13.0% |
| 5Y | +393.4% | +59.7% | +333.7% | +236.4% |
| 10Y | +240.3% | +323.0% | -82.7% | -4.0% |
| All | +240.3% | +329.8% | -89.5% | -4.0% |
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