+804.0%
PBF vs XME
+179.6%
+624.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +2.6% |
| 7D | +2.4% | +3.6% | -1.2% | +0.1% |
| 30D | +24.9% | +3.6% | +21.2% | +21.6% |
| 3M | +81.9% | +1.2% | +80.6% | +77.3% |
| 6M | +79.4% | +9.0% | +70.3% | +59.6% |
| YTD | +188.3% | +15.9% | +172.4% | +141.5% |
| 1Y | +177.3% | +43.2% | +134.1% | +91.1% |
| 3Y | +56.0% | +137.4% | -81.4% | -31.3% |
| 5Y | +804.0% | +185.0% | +619.0% | +207.1% |
| All | +804.0% | +179.6% | +624.4% | +207.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling