+170.0%
PBF vs XME
+46.4%
+123.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +22.0% | +6.0% | +16.0% | +21.8% |
| 3M | +74.5% | -7.7% | +82.2% | +75.0% |
| 6M | +67.7% | +1.0% | +66.7% | +68.8% |
| YTD | +179.2% | +14.6% | +164.5% | +172.8% |
| 1Y | +170.0% | +46.0% | +124.0% | +197.5% |
| All | +170.0% | +46.4% | +123.6% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling