+341.8%
PBF vs XHB
+215.4%
+126.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.4% |
| 7D | +5.3% | -4.6% | +10.0% | +9.0% |
| 30D | +11.7% | -9.1% | +20.9% | +19.8% |
| 3M | +91.1% | -8.6% | +99.6% | +99.7% |
| 6M | +88.4% | -4.0% | +92.5% | +80.5% |
| YTD | +194.1% | -3.9% | +198.0% | +179.7% |
| 1Y | +180.4% | -16.5% | +196.9% | +198.9% |
| 3Y | +59.3% | +22.6% | +36.7% | +13.0% |
| 5Y | +816.3% | +33.9% | +782.3% | +447.7% |
| All | +341.8% | +215.4% | +126.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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