-2.8%
XLC vs PBF
+172.0%
-174.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | +1.4% | -2.8% | -1.4% |
| 30D | -0.9% | +15.8% | -16.7% | -0.4% |
| 3M | -0.3% | +90.3% | -90.6% | +1.6% |
| 6M | -5.2% | +102.8% | -108.0% | -3.9% |
| YTD | -5.3% | +187.3% | -192.6% | -4.6% |
| 1Y | -2.8% | +161.8% | -164.7% | -1.4% |
| All | -2.8% | +172.0% | -174.8% | -1.4% |
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 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