+147.8%
XEL vs PBF
+374.8%
-227.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -0.3% | +5.3% | -5.6% | -0.5% |
| 30D | -3.9% | +11.7% | -15.7% | -4.3% |
| 3M | -2.8% | +91.1% | -93.9% | -5.1% |
| 6M | -5.4% | +88.4% | -93.8% | -7.7% |
| YTD | +3.8% | +194.1% | -190.3% | -0.6% |
| 1Y | +6.8% | +180.4% | -173.6% | +2.3% |
| 3Y | +45.6% | +59.3% | -13.7% | +41.1% |
| 5Y | +30.7% | +816.3% | -785.6% | +16.1% |
| All | +147.8% | +374.8% | -227.0% | +111.5% |
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 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