+801.9%
PBF vs XPO
+262.4%
+539.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | +15.8% | -8.1% | +23.9% | +18.0% |
| 3M | +90.3% | -19.0% | +109.3% | +99.1% |
| 6M | +102.8% | -5.2% | +108.0% | +102.7% |
| YTD | +187.3% | +35.6% | +151.8% | +160.7% |
| 1Y | +161.8% | +41.1% | +120.7% | +132.9% |
| 3Y | +55.5% | +157.9% | -102.4% | +18.0% |
| 5Y | +801.9% | +265.6% | +536.3% | +546.1% |
| All | +801.9% | +262.4% | +539.5% | +546.1% |
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