+39.2%
XLK vs PBF
+184.8%
-145.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | +0.2% | +5.3% | -5.1% | +0.3% |
| 30D | -0.6% | +11.7% | -12.4% | -0.5% |
| 3M | +2.6% | +91.1% | -88.5% | +4.5% |
| 6M | +34.0% | +88.4% | -54.5% | +35.8% |
| YTD | +30.7% | +194.1% | -163.4% | +30.5% |
| 1Y | +39.2% | +180.4% | -141.2% | +40.3% |
| All | +39.2% | +184.8% | -145.6% | +40.3% |
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