+149.9%
XLE vs PBF
+407.6%
-257.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -12.0% | -13.8% | +1.8% | -8.3% |
| 30D | -2.7% | -19.6% | +16.9% | +2.9% |
| 3M | +6.6% | +10.3% | -3.7% | +2.3% |
| 6M | +9.5% | +63.4% | -53.9% | -7.4% |
| YTD | +40.6% | +152.6% | -112.1% | +1.8% |
| 1Y | +43.6% | +87.4% | -43.8% | +13.2% |
| 3Y | +58.1% | +63.3% | -5.2% | +21.7% |
| All | +149.9% | +407.6% | -257.7% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling