+330.8%
PBF vs XME
+226.3%
+104.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | +4.3% | -0.1% | +4.4% | +4.2% |
| 30D | +22.0% | +6.0% | +16.0% | +16.0% |
| 3M | +74.5% | -7.7% | +82.2% | +80.2% |
| 6M | +67.7% | +1.0% | +66.7% | +55.6% |
| YTD | +179.2% | +14.6% | +164.5% | +131.7% |
| 1Y | +170.0% | +46.0% | +124.0% | +80.2% |
| 3Y | +66.4% | +127.0% | -60.6% | -23.8% |
| 5Y | +764.5% | +175.8% | +588.7% | +234.2% |
| 10Y | +358.5% | +414.6% | -56.1% | +16.9% |
| All | +330.8% | +226.3% | +104.5% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling