+134.0%
XLC vs PBF
+68.7%
+65.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.8% |
| 7D | +6.2% | -15.3% | +21.5% | +7.6% |
| 30D | -2.4% | -21.8% | +19.4% | -0.5% |
| 3M | -3.3% | -0.2% | -3.1% | -3.8% |
| 6M | -7.3% | +63.6% | -70.9% | -12.3% |
| YTD | -7.6% | +147.5% | -155.1% | -16.8% |
| 1Y | -3.7% | +69.8% | -73.5% | -10.2% |
| 3Y | +62.9% | +65.3% | -2.4% | +48.0% |
| 5Y | +41.6% | +393.4% | -351.7% | +10.5% |
| All | +134.0% | +68.7% | +65.3% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling