+287.8%
XLB vs PBF
+278.8%
+9.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | -0.4% |
| 7D | -1.6% | -4.0% | +2.3% | -1.2% |
| 30D | +7.2% | -18.0% | +25.2% | +9.6% |
| 3M | 0.0% | +0.9% | -0.9% | -0.8% |
| 6M | +2.3% | +65.7% | -63.4% | -5.7% |
| YTD | +18.4% | +161.9% | -143.5% | +1.1% |
| 1Y | +23.3% | +77.8% | -54.5% | +10.7% |
| 3Y | +45.2% | +74.9% | -29.7% | +26.0% |
| 5Y | +31.0% | +423.4% | -392.4% | -7.2% |
| 10Y | +168.8% | +255.2% | -86.4% | +68.9% |
| All | +287.8% | +278.8% | +9.0% | +128.7% |
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