+281.8%
XLB vs PBF
+303.9%
-22.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.4% | +4.3% | -5.7% | -1.9% |
| 30D | -0.4% | +22.0% | -22.4% | -3.0% |
| 3M | +2.0% | +74.5% | -72.5% | -5.9% |
| 6M | +1.8% | +67.7% | -65.9% | -6.5% |
| YTD | +16.6% | +179.2% | -162.6% | -0.7% |
| 1Y | +16.9% | +170.0% | -153.1% | -0.8% |
| 3Y | +32.6% | +66.4% | -33.8% | +16.3% |
| 5Y | +35.6% | +764.5% | -728.9% | -10.7% |
| 10Y | +160.0% | +358.5% | -198.5% | +57.8% |
| All | +281.8% | +303.9% | -22.1% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling