+136.0%
XLC vs PBF
+83.3%
+52.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +3.7% | +6.5% | -2.7% | +3.2% |
| 30D | -1.9% | -20.0% | +18.1% | -0.3% |
| 3M | -3.1% | -3.3% | +0.2% | -3.3% |
| 6M | -6.4% | +76.8% | -83.2% | -11.9% |
| YTD | -6.8% | +168.9% | -175.8% | -16.7% |
| 1Y | -1.7% | +96.4% | -98.1% | -9.6% |
| 3Y | +64.7% | +77.2% | -12.5% | +48.8% |
| 5Y | +41.1% | +417.7% | -376.7% | +9.7% |
| All | +136.0% | +83.3% | +52.8% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling