+315.0%
PBF vs XHB
+343.1%
-28.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | -0.1% |
| 7D | +6.5% | -0.2% | +6.7% | +6.6% |
| 30D | -20.0% | +9.9% | -29.9% | -26.3% |
| 3M | -3.3% | -6.3% | +3.0% | +0.1% |
| 6M | +76.8% | +3.8% | +73.0% | +63.1% |
| YTD | +168.9% | +0.1% | +168.8% | +145.2% |
| 1Y | +96.4% | -0.8% | +97.2% | +79.6% |
| 3Y | +77.2% | +35.6% | +41.6% | +16.1% |
| 5Y | +417.7% | +29.6% | +388.2% | +226.8% |
| 10Y | +264.7% | +237.5% | +27.2% | -10.1% |
| All | +315.0% | +343.1% | -28.1% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling