+41.0%
XLE vs PBF
+92.2%
-51.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.2% |
| 7D | -7.9% | -7.4% | -0.5% | -6.5% |
| 30D | -4.8% | -17.5% | +12.6% | -1.3% |
| 3M | +8.4% | +13.1% | -4.8% | +4.8% |
| 6M | +12.7% | +72.6% | -60.0% | -1.4% |
| YTD | +41.3% | +161.2% | -119.9% | +10.6% |
| All | +41.0% | +92.2% | -51.2% | +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 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