+100.2%
XBI vs PBF
+56.6%
+43.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.6% |
| 7D | -4.6% | +2.3% | -6.9% | -4.7% |
| 30D | -0.8% | +11.6% | -12.3% | -1.2% |
| 3M | +21.8% | +81.7% | -59.9% | +19.1% |
| 6M | +23.2% | +96.4% | -73.3% | +18.9% |
| YTD | +28.7% | +189.5% | -160.7% | +19.5% |
| 1Y | +67.8% | +180.7% | -113.0% | +55.0% |
| All | +100.2% | +56.6% | +43.6% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling