+341.8%
PBF vs XPO
+1,516.3%
-1,174.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +5.3% | -5.7% | +11.0% | +7.7% |
| 30D | +11.7% | -12.8% | +24.5% | +17.6% |
| 3M | +91.1% | -20.0% | +111.1% | +108.0% |
| 6M | +88.4% | -6.0% | +94.5% | +88.6% |
| YTD | +194.1% | +34.0% | +160.0% | +150.8% |
| 1Y | +180.4% | +35.6% | +144.9% | +134.3% |
| 3Y | +59.3% | +152.3% | -93.0% | -5.0% |
| 5Y | +816.3% | +264.4% | +551.9% | +317.0% |
| All | +341.8% | +1,516.3% | -1,174.5% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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