+164.2%
XLB vs PBF
+231.7%
-67.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.1% | +0.5% |
| 7D | +0.5% | -15.3% | +15.8% | +2.4% |
| 30D | +6.9% | -21.8% | +28.7% | +9.8% |
| 3M | -0.2% | -0.2% | 0.0% | -0.9% |
| 6M | +3.3% | +63.6% | -60.3% | -4.5% |
| YTD | +18.0% | +147.5% | -129.5% | +1.7% |
| 1Y | +24.2% | +69.8% | -45.6% | +12.4% |
| 3Y | +44.7% | +65.3% | -20.6% | +26.7% |
| 5Y | +31.6% | +393.4% | -361.8% | -5.8% |
| 10Y | +164.2% | +240.3% | -76.1% | +71.8% |
| All | +164.2% | +231.7% | -67.5% | +71.8% |
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