+19.9%
XBI vs PBF
+799.3%
-779.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -4.6% | +5.3% | -10.0% | -4.9% |
| 30D | -2.0% | +11.7% | -13.7% | -2.7% |
| 3M | +17.8% | +91.1% | -73.3% | +12.9% |
| 6M | +23.7% | +88.4% | -64.7% | +17.9% |
| YTD | +28.2% | +194.1% | -165.8% | +17.0% |
| 1Y | +64.0% | +180.4% | -116.4% | +49.4% |
| 3Y | +99.4% | +59.3% | +40.1% | +85.5% |
| All | +19.9% | +799.3% | -779.4% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling