+496.5%
XLI vs PBF
+303.9%
+192.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -1.1% | +4.3% | -5.3% | -1.6% |
| 30D | -5.9% | +22.0% | -27.9% | -8.5% |
| 3M | -0.3% | +74.5% | -74.8% | -7.9% |
| 6M | +0.1% | +67.7% | -67.6% | -8.1% |
| YTD | +13.6% | +179.2% | -165.6% | -3.3% |
| 1Y | +17.2% | +170.0% | -152.8% | -0.7% |
| 3Y | +68.2% | +66.4% | +1.8% | +47.5% |
| 5Y | +80.7% | +764.5% | -683.8% | +17.4% |
| 10Y | +253.3% | +358.5% | -105.3% | +113.2% |
| All | +496.5% | +303.9% | +192.7% | +248.7% |
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