+20.7%
XLK vs PBF
+120.1%
-99.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | -0.1% |
| 7D | -7.6% | -0.9% | -6.7% | -7.6% |
| 30D | -12.2% | -13.7% | +1.6% | -12.3% |
| 3M | -5.5% | +10.6% | -16.1% | -5.0% |
| 6M | +9.2% | +61.2% | -52.0% | +12.1% |
| YTD | +23.0% | +172.7% | -149.7% | +25.2% |
| 1Y | +20.7% | +111.0% | -90.3% | +26.2% |
| All | +20.7% | +120.1% | -99.3% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling