+193.7%
XLE vs PBF
+303.9%
-110.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +2.2% | +4.3% | -2.1% | +1.0% |
| 30D | +11.8% | +22.0% | -10.2% | +5.3% |
| 3M | +9.8% | +74.5% | -64.7% | -7.7% |
| 6M | +15.6% | +67.7% | -52.1% | -3.0% |
| YTD | +45.3% | +179.2% | -133.9% | +4.2% |
| 1Y | +48.3% | +170.0% | -121.7% | +5.7% |
| 3Y | +55.4% | +66.4% | -10.9% | +20.6% |
| 5Y | +216.1% | +764.5% | -548.4% | +42.9% |
| 10Y | +178.4% | +358.5% | -180.1% | +18.0% |
| All | +193.7% | +303.9% | -110.1% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling