+750.5%
PBF vs XLRE
+8.4%
+742.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +5.3% | -1.2% | +6.5% | +5.9% |
| 30D | +11.7% | -2.4% | +14.1% | +12.8% |
| 3M | +91.1% | -2.5% | +93.6% | +92.5% |
| 6M | +88.4% | +4.0% | +84.5% | +82.3% |
| YTD | +194.1% | +9.3% | +184.8% | +176.1% |
| 1Y | +180.4% | +5.6% | +174.8% | +168.3% |
| 3Y | +59.3% | +31.3% | +28.0% | +33.9% |
| All | +750.5% | +8.4% | +742.1% | +720.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling