+69.9%
XLI vs PBF
+419.4%
-349.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.4% |
| 7D | +3.8% | +6.5% | -2.7% | +3.3% |
| 30D | +1.0% | -20.0% | +21.0% | +2.5% |
| 3M | -8.9% | -3.3% | -5.6% | -9.0% |
| 6M | -2.3% | +76.8% | -79.1% | -7.2% |
| YTD | +9.7% | +168.9% | -159.3% | -1.3% |
| 1Y | +12.3% | +96.4% | -84.0% | +4.2% |
| 3Y | +71.5% | +77.2% | -5.7% | +54.5% |
| All | +69.9% | +419.4% | -349.6% | +38.2% |
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