+149.7%
XBI vs PBF
+374.8%
-225.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -4.6% | +5.3% | -10.0% | -5.2% |
| 30D | -2.0% | +11.7% | -13.7% | -3.4% |
| 3M | +17.8% | +91.1% | -73.3% | +8.7% |
| 6M | +23.7% | +88.4% | -64.7% | +13.2% |
| YTD | +28.2% | +194.1% | -165.8% | +10.2% |
| 1Y | +64.0% | +180.4% | -116.4% | +40.7% |
| 3Y | +99.4% | +59.3% | +40.1% | +78.4% |
| 5Y | +19.3% | +816.3% | -796.9% | -20.9% |
| All | +149.7% | +374.8% | -225.1% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling