+37.8%
XLC vs PBF
+735.5%
-697.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -0.6% |
| 7D | +0.6% | +2.4% | -1.8% | +0.5% |
| 30D | +0.2% | +24.9% | -24.6% | -0.9% |
| 3M | +0.6% | +81.9% | -81.2% | -2.8% |
| 6M | -4.5% | +79.4% | -83.9% | -8.1% |
| YTD | -4.7% | +188.3% | -193.0% | -11.5% |
| 1Y | -1.7% | +177.3% | -178.9% | -8.8% |
| 3Y | +72.3% | +56.0% | +16.3% | +61.5% |
| 5Y | +37.8% | +804.0% | -766.3% | +13.0% |
| All | +37.8% | +735.5% | -697.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling