+250.9%
PBF vs XME
+260.6%
-9.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +1.8% |
| 7D | +6.5% | +0.3% | +6.1% | +6.1% |
| 30D | -20.0% | -6.1% | -13.9% | -16.5% |
| 3M | -3.3% | -18.6% | +15.3% | +12.5% |
| 6M | +76.8% | -23.9% | +100.7% | +109.8% |
| YTD | +168.9% | -9.3% | +178.3% | +156.9% |
| 1Y | +96.4% | +1.8% | +94.6% | +65.8% |
| 3Y | +77.2% | +93.0% | -15.8% | -25.5% |
| 5Y | +417.7% | +107.0% | +310.8% | +90.1% |
| All | +250.9% | +260.6% | -9.6% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling