+287.2%
XLB vs PBF
+277.8%
+9.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.5% |
| 7D | -1.4% | -7.4% | +6.0% | -0.5% |
| 30D | +7.1% | -17.5% | +24.6% | +9.4% |
| 3M | +0.6% | +13.1% | -12.5% | -1.7% |
| 6M | +3.5% | +72.6% | -69.2% | -5.1% |
| YTD | +18.2% | +161.2% | -143.0% | +1.0% |
| 1Y | +25.6% | +93.3% | -67.7% | +11.5% |
| 3Y | +46.7% | +80.7% | -34.0% | +26.7% |
| 5Y | +30.9% | +396.1% | -365.2% | -6.5% |
| 10Y | +167.7% | +252.3% | -84.5% | +68.5% |
| All | +287.2% | +277.8% | +9.4% | +128.5% |
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 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