-5.8%
XLC vs PBF
+120.1%
-125.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.7% | +10.1% | +3.2% |
| 7D | +1.8% | -0.9% | +2.7% | +1.7% |
| 30D | -6.0% | -13.7% | +7.8% | -6.4% |
| 3M | -6.0% | +10.6% | -16.6% | -5.4% |
| 6M | -9.1% | +61.2% | -70.2% | -7.3% |
| YTD | -10.0% | +172.7% | -182.7% | -9.9% |
| 1Y | -5.8% | +111.0% | -116.8% | -3.6% |
| All | -5.8% | +120.1% | -125.9% | -3.6% |
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