+320.8%
PBF vs EXPD
+524.0%
-203.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.4% | -4.9% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -13.7% | +1.8% | -15.6% | -14.5% |
| 3M | +10.6% | +8.9% | +1.7% | +5.3% |
| 6M | +61.2% | +42.2% | +18.9% | +30.6% |
| YTD | +172.7% | +33.4% | +139.4% | +126.0% |
| 1Y | +111.0% | +47.2% | +63.8% | +64.4% |
| 3Y | +73.6% | +81.3% | -7.7% | +16.9% |
| 5Y | +479.7% | +60.2% | +419.4% | +304.3% |
| 10Y | +312.9% | +339.5% | -26.6% | +53.7% |
| All | +320.8% | +524.0% | -203.2% | +37.4% |
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