+176.5%
XLE vs PBF
+259.1%
-82.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.9% |
| 7D | +4.4% | +4.3% | +0.1% | +3.0% |
| 30D | -4.3% | -21.8% | +17.5% | +2.4% |
| 3M | +6.0% | +1.7% | +4.3% | +4.0% |
| 6M | +13.2% | +69.8% | -56.6% | -6.0% |
| YTD | +46.7% | +167.7% | -121.0% | +3.6% |
| 1Y | +46.6% | +89.0% | -42.3% | +14.5% |
| 3Y | +69.6% | +78.8% | -9.2% | +25.9% |
| 5Y | +166.5% | +415.4% | -248.9% | +33.8% |
| All | +176.5% | +259.1% | -82.7% | +21.3% |
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