+420.4%
PBF vs XPO
+306.2%
+114.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | 0.0% |
| 7D | +6.5% | +9.0% | -2.5% | +4.4% |
| 30D | -20.0% | +4.2% | -24.2% | -20.7% |
| 3M | -3.3% | -8.7% | +5.3% | -1.6% |
| 6M | +76.8% | -2.8% | +79.6% | +77.0% |
| YTD | +168.9% | +41.9% | +127.1% | +142.0% |
| 1Y | +96.4% | +42.3% | +54.0% | +76.0% |
| 3Y | +77.2% | +127.3% | -50.1% | +39.8% |
| All | +420.4% | +306.2% | +114.2% | +236.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling