+69.8%
PBF vs EXPD
+39.4%
+30.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.2% |
| 7D | -15.3% | -7.4% | -7.9% | -14.0% |
| 30D | -21.8% | -2.1% | -19.7% | -21.2% |
| 3M | -0.2% | +5.7% | -5.9% | -0.7% |
| 6M | +63.6% | +21.4% | +42.2% | +58.5% |
| YTD | +147.5% | +27.6% | +119.9% | +135.4% |
| 1Y | +69.8% | +36.1% | +33.7% | +60.1% |
| All | +69.8% | +39.4% | +30.4% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling