+47.9%
XBI vs PBF
+120.1%
-72.2%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.7% | +9.3% | +2.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.0% |
| 30D | +1.9% | -13.7% | +15.6% | +0.8% |
| 3M | +4.8% | +10.6% | -5.9% | +5.9% |
| 6M | +19.3% | +61.2% | -41.9% | +25.4% |
| YTD | +30.6% | +172.7% | -142.1% | +35.1% |
| 1Y | +47.9% | +111.0% | -63.1% | +56.8% |
| All | +47.9% | +120.1% | -72.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling