+465.5%
XBI vs PBF
+317.1%
+148.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.6% |
| 7D | -0.9% | +2.4% | -3.3% | -1.2% |
| 30D | +2.9% | +24.9% | -22.0% | -0.2% |
| 3M | +26.2% | +81.9% | -55.7% | +16.0% |
| 6M | +30.7% | +79.4% | -48.7% | +18.9% |
| YTD | +32.9% | +188.3% | -155.4% | +12.5% |
| 1Y | +72.3% | +177.3% | -105.0% | +45.3% |
| 3Y | +107.2% | +56.0% | +51.2% | +83.4% |
| 5Y | +23.2% | +804.0% | -780.9% | -21.8% |
| 10Y | +158.5% | +334.1% | -175.6% | +54.1% |
| All | +465.5% | +317.1% | +148.5% | +235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling