+423.4%
PBF vs XHB
+33.4%
+390.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | -4.0% | -4.1% | +0.1% | -2.9% |
| 30D | -18.0% | +9.6% | -27.6% | -20.0% |
| 3M | +0.9% | -6.0% | +6.9% | +2.3% |
| 6M | +65.7% | +2.2% | +63.5% | +62.0% |
| YTD | +161.9% | +1.1% | +160.7% | +152.9% |
| 1Y | +77.8% | -1.7% | +79.5% | +73.6% |
| 3Y | +74.9% | +36.5% | +38.4% | +52.1% |
| 5Y | +423.4% | +33.5% | +389.9% | +342.1% |
| All | +423.4% | +33.4% | +390.0% | +342.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling