+36.5%
XLB vs PBF
+772.7%
-736.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.4% | +4.3% | -5.7% | -1.7% |
| 30D | -0.4% | +22.0% | -22.4% | -2.2% |
| 3M | +2.0% | +74.5% | -72.5% | -3.5% |
| 6M | +1.8% | +67.7% | -65.9% | -4.0% |
| YTD | +16.6% | +179.2% | -162.6% | +3.6% |
| 1Y | +16.9% | +170.0% | -153.1% | +3.5% |
| 3Y | +32.6% | +66.4% | -33.8% | +19.3% |
| All | +36.5% | +772.7% | -736.1% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling