+56.0%
PBF vs XPO
+159.4%
-103.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +3.6% |
| 7D | +2.4% | +2.7% | -0.3% | +1.7% |
| 30D | +24.9% | -6.2% | +31.0% | +26.7% |
| 3M | +81.9% | -15.4% | +97.3% | +88.7% |
| 6M | +79.4% | +0.7% | +78.6% | +75.9% |
| YTD | +188.3% | +39.8% | +148.5% | +155.4% |
| 1Y | +177.3% | +43.3% | +133.9% | +140.8% |
| 3Y | +56.0% | +166.0% | -110.0% | +16.5% |
| All | +56.0% | +159.4% | -103.4% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling