+77.2%
PBF vs XHB
+35.8%
+41.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | -20.0% | +9.9% | -29.9% | -21.7% |
| 3M | -3.3% | -6.3% | +3.0% | -2.1% |
| 6M | +76.8% | +3.8% | +73.0% | +71.4% |
| YTD | +168.9% | +0.1% | +168.8% | +159.0% |
| 1Y | +96.4% | -0.8% | +97.2% | +89.7% |
| 3Y | +77.2% | +35.6% | +41.6% | +38.0% |
| All | +77.2% | +35.8% | +41.4% | +38.0% |
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 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