+56.0%
PBF vs XHB
+26.5%
+29.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.7% | +3.8% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | +24.9% | -9.1% | +33.9% | +27.6% |
| 3M | +81.9% | -2.3% | +84.2% | +80.3% |
| 6M | +79.4% | -4.1% | +83.5% | +77.0% |
| YTD | +188.3% | -1.7% | +190.0% | +179.4% |
| 1Y | +177.3% | -15.1% | +192.4% | +191.0% |
| 3Y | +56.0% | +26.8% | +29.2% | +30.1% |
| All | +56.0% | +26.5% | +29.5% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling