+139.9%
XLC vs PBF
+95.8%
+44.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | -0.9% | +15.8% | -16.7% | -2.3% |
| 3M | -0.3% | +90.3% | -90.6% | -6.4% |
| 6M | -5.2% | +102.8% | -108.0% | -12.1% |
| YTD | -5.3% | +187.3% | -192.6% | -15.5% |
| 1Y | -2.8% | +161.8% | -164.7% | -13.0% |
| 3Y | +71.2% | +55.5% | +15.7% | +57.3% |
| 5Y | +37.6% | +801.9% | -764.3% | +0.6% |
| All | +139.9% | +95.8% | +44.1% | +102.4% |
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