+801.9%
PBF vs XHB
+34.8%
+767.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +1.4% | -1.9% | +3.3% | +1.9% |
| 30D | +15.8% | -8.3% | +24.2% | +18.7% |
| 3M | +90.3% | -7.1% | +97.4% | +92.4% |
| 6M | +102.8% | -5.3% | +108.1% | +100.6% |
| YTD | +187.3% | -3.2% | +190.5% | +180.9% |
| 1Y | +161.8% | -13.9% | +175.7% | +169.2% |
| 3Y | +55.5% | +24.9% | +30.6% | +36.9% |
| 5Y | +801.9% | +34.5% | +767.4% | +678.7% |
| All | +801.9% | +34.8% | +767.1% | +678.7% |
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