+80.9%
XLI vs PBF
+817.4%
-736.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -0.6% | +1.4% | -1.9% | -0.7% |
| 30D | -6.9% | +15.8% | -22.8% | -8.0% |
| 3M | -1.9% | +90.3% | -92.2% | -7.0% |
| 6M | +1.0% | +102.8% | -101.8% | -5.5% |
| YTD | +11.3% | +187.3% | -176.0% | +0.1% |
| 1Y | +15.8% | +161.8% | -146.0% | +4.5% |
| 3Y | +69.8% | +55.5% | +14.3% | +55.7% |
| 5Y | +80.9% | +801.9% | -721.0% | +40.6% |
| All | +80.9% | +817.4% | -736.5% | +40.6% |
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