+315.0%
PBF vs XPO
+3,293.1%
-2,978.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.3% |
| 7D | +6.5% | +9.0% | -2.5% | +3.3% |
| 30D | -20.0% | +4.2% | -24.2% | -21.2% |
| 3M | -3.3% | -8.7% | +5.3% | -0.7% |
| 6M | +76.8% | -2.8% | +79.6% | +76.8% |
| YTD | +168.9% | +41.9% | +127.1% | +129.4% |
| 1Y | +96.4% | +42.3% | +54.0% | +66.5% |
| 3Y | +77.2% | +127.3% | -50.1% | +20.3% |
| 5Y | +417.7% | +306.4% | +111.4% | +158.0% |
| 10Y | +264.7% | +1,290.9% | -1,026.2% | +20.5% |
| All | +315.0% | +3,293.1% | -2,978.1% | +2.2% |
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