+330.8%
PBF vs XPO
+3,298.2%
-2,967.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -2.9% |
| 7D | +4.3% | +2.4% | +1.9% | +3.3% |
| 30D | +22.0% | -3.5% | +25.5% | +23.3% |
| 3M | +74.5% | -11.9% | +86.4% | +81.5% |
| 6M | +67.7% | -10.0% | +77.6% | +70.3% |
| YTD | +179.2% | +42.1% | +137.1% | +138.8% |
| 1Y | +170.0% | +47.6% | +122.4% | +124.6% |
| 3Y | +66.4% | +153.6% | -87.2% | +7.8% |
| 5Y | +764.5% | +266.5% | +498.0% | +350.5% |
| 10Y | +358.5% | +1,460.4% | -1,101.9% | +48.0% |
| All | +330.8% | +3,298.2% | -2,967.4% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling