+56.0%
PBF vs XME
+136.1%
-80.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +2.8% |
| 7D | +2.4% | +3.6% | -1.2% | +0.9% |
| 30D | +24.9% | +3.6% | +21.2% | +22.7% |
| 3M | +81.9% | +1.2% | +80.6% | +79.2% |
| 6M | +79.4% | +9.0% | +70.3% | +64.8% |
| YTD | +188.3% | +15.9% | +172.4% | +151.3% |
| 1Y | +177.3% | +43.2% | +134.1% | +102.0% |
| 3Y | +56.0% | +137.4% | -81.4% | -24.9% |
| All | +56.0% | +136.1% | -80.1% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling