+15.6%
XLB vs PBF
+172.0%
-156.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.1% |
| 7D | -2.9% | +1.4% | -4.3% | -2.9% |
| 30D | -3.4% | +15.8% | -19.2% | -3.0% |
| 3M | +1.6% | +90.3% | -88.7% | +2.9% |
| 6M | +3.6% | +102.8% | -99.2% | +4.0% |
| YTD | +14.2% | +187.3% | -173.1% | +12.6% |
| 1Y | +15.6% | +161.8% | -146.3% | +13.7% |
| All | +15.6% | +172.0% | -156.4% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling