+330.8%
PBF vs XHB
+345.8%
-15.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -2.0% |
| 7D | +4.3% | -1.3% | +5.6% | +5.2% |
| 30D | +22.0% | -6.9% | +28.9% | +28.4% |
| 3M | +74.5% | -1.3% | +75.8% | +71.0% |
| 6M | +67.7% | -6.8% | +74.5% | +65.7% |
| YTD | +179.2% | +0.7% | +178.5% | +156.8% |
| 1Y | +170.0% | -11.2% | +181.2% | +173.9% |
| 3Y | +66.4% | +25.3% | +41.0% | +18.1% |
| 5Y | +764.5% | +37.3% | +727.2% | +421.1% |
| 10Y | +358.5% | +211.5% | +147.0% | +22.1% |
| All | +330.8% | +345.8% | -15.0% | -8.8% |
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