+53.3%
XLE vs PBF
+176.6%
-123.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.5% |
| 7D | 0.0% | +2.4% | -2.4% | -0.4% |
| 30D | +12.6% | +24.9% | -12.2% | +7.7% |
| 3M | +11.8% | +81.9% | -70.0% | -1.5% |
| 6M | +16.1% | +79.4% | -63.3% | +1.9% |
| YTD | +46.9% | +188.3% | -141.4% | +17.4% |
| 1Y | +53.3% | +177.3% | -124.0% | +23.1% |
| All | +53.3% | +176.6% | -123.3% | +23.1% |
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 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