+170.7%
XLE vs PBF
+354.3%
-183.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.2% |
| 7D | 0.0% | +2.4% | -2.4% | -0.7% |
| 30D | +12.6% | +24.9% | -12.2% | +5.1% |
| 3M | +11.8% | +81.9% | -70.0% | -7.7% |
| 6M | +16.1% | +79.4% | -63.3% | -5.2% |
| YTD | +46.9% | +188.3% | -141.4% | +2.9% |
| 1Y | +53.3% | +177.3% | -124.0% | +6.9% |
| 3Y | +54.9% | +56.0% | -1.1% | +21.4% |
| 5Y | +225.7% | +804.0% | -578.3% | +39.4% |
| 10Y | +170.7% | +334.1% | -163.4% | +16.0% |
| All | +170.7% | +354.3% | -183.6% | +16.0% |
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 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