+96.4%
PBF vs XHB
-2.2%
+98.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.8% |
| 7D | +6.5% | -0.2% | +6.7% | +6.4% |
| 30D | -20.0% | +9.9% | -29.9% | -15.8% |
| 3M | -3.3% | -6.3% | +3.0% | -6.4% |
| 6M | +76.8% | +3.8% | +73.0% | +81.9% |
| YTD | +168.9% | +0.1% | +168.8% | +171.7% |
| 1Y | +96.4% | -0.8% | +97.2% | +99.0% |
| All | +96.4% | -2.2% | +98.5% | +99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling