+246.5%
XLF vs PBF
+367.4%
-120.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | -2.9% | +2.3% | -5.2% | -3.2% |
| 30D | -1.6% | +11.6% | -13.2% | -3.4% |
| 3M | +9.3% | +81.7% | -72.5% | -1.1% |
| 6M | +14.6% | +96.4% | -81.9% | +1.4% |
| YTD | +4.7% | +189.5% | -184.7% | -13.7% |
| 1Y | +8.6% | +180.7% | -172.1% | -10.9% |
| 3Y | +73.9% | +56.6% | +17.2% | +51.0% |
| 5Y | +65.0% | +802.0% | -736.9% | -3.0% |
| All | +246.5% | +367.4% | -120.9% | +91.3% |
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 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