+56.8%
PBF vs XLRE
+30.1%
+26.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.0% |
| 7D | +2.3% | -2.7% | +5.0% | +3.1% |
| 30D | +11.6% | -2.3% | +13.9% | +12.2% |
| 3M | +81.7% | -3.5% | +85.2% | +82.9% |
| 6M | +96.4% | +1.9% | +94.6% | +92.6% |
| YTD | +189.5% | +8.3% | +181.1% | +173.8% |
| 1Y | +180.7% | +6.4% | +174.4% | +168.0% |
| All | +56.8% | +30.1% | +26.7% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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