+43.4%
XLK vs PBF
+176.4%
-133.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | +0.9% | +4.3% | -3.4% | +0.9% |
| 30D | +0.7% | +22.0% | -21.2% | +1.1% |
| 3M | -2.9% | +74.5% | -77.4% | -1.1% |
| 6M | +34.3% | +67.7% | -33.4% | +36.5% |
| YTD | +30.4% | +179.2% | -148.8% | +31.0% |
| 1Y | +43.4% | +170.0% | -126.6% | +46.1% |
| All | +43.4% | +176.4% | -133.0% | +46.1% |
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