+330.8%
PBF vs EXPD
+496.0%
-165.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.2% |
| 3M | +74.5% | +17.9% | +56.6% | +58.1% |
| 6M | +67.7% | +29.2% | +38.5% | +43.1% |
| YTD | +179.2% | +27.4% | +151.8% | +137.7% |
| 1Y | +170.0% | +56.8% | +113.2% | +101.0% |
| 3Y | +66.4% | +68.0% | -1.7% | +16.9% |
| 5Y | +764.5% | +61.9% | +702.6% | +492.3% |
| 10Y | +358.5% | +316.0% | +42.5% | +76.2% |
| All | +330.8% | +496.0% | -165.2% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling