+24.2%
XLB vs PBF
+82.1%
-57.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.1% | -0.3% |
| 7D | +0.5% | -15.3% | +15.8% | -0.1% |
| 30D | +6.9% | -21.8% | +28.7% | +6.1% |
| 3M | -0.2% | -0.2% | 0.0% | +0.1% |
| 6M | +3.3% | +63.6% | -60.3% | +5.4% |
| YTD | +18.0% | +147.5% | -129.5% | +16.4% |
| 1Y | +24.2% | +69.8% | -45.6% | +26.3% |
| All | +24.2% | +82.1% | -57.9% | +26.3% |
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