+334.9%
PBF vs XME
+426.6%
-91.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.5% | +3.9% |
| 7D | +2.3% | -3.0% | +5.4% | +5.0% |
| 30D | +11.6% | -2.6% | +14.2% | +13.1% |
| 3M | +81.7% | +2.2% | +79.6% | +72.8% |
| 6M | +96.4% | +0.7% | +95.7% | +79.4% |
| YTD | +189.5% | +10.9% | +178.6% | +136.4% |
| 1Y | +180.7% | +35.7% | +145.0% | +82.8% |
| 3Y | +56.6% | +127.1% | -70.5% | -41.4% |
| 5Y | +802.0% | +168.5% | +633.5% | +167.5% |
| All | +334.9% | +426.6% | -91.7% | -36.6% |
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