+117.5%
XLK vs PBF
+56.6%
+60.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.5% |
| 7D | -0.4% | +2.3% | -2.7% | -0.6% |
| 30D | -0.5% | +11.6% | -12.0% | -1.3% |
| 3M | +5.0% | +81.7% | -76.8% | +0.4% |
| 6M | +32.9% | +96.4% | -63.6% | +25.1% |
| YTD | +29.0% | +189.5% | -160.5% | +15.6% |
| 1Y | +37.8% | +180.7% | -142.9% | +23.1% |
| All | +117.5% | +56.6% | +60.9% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling