+148.7%
XLK vs PBF
+799.3%
-650.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | +0.2% | +5.3% | -5.1% | -0.2% |
| 30D | -0.6% | +11.7% | -12.4% | -1.5% |
| 3M | +2.6% | +91.1% | -88.5% | -2.6% |
| 6M | +34.0% | +88.4% | -54.5% | +26.5% |
| YTD | +30.7% | +194.1% | -163.4% | +17.8% |
| 1Y | +39.2% | +180.4% | -141.2% | +25.5% |
| 3Y | +120.4% | +59.3% | +61.1% | +100.4% |
| All | +148.7% | +799.3% | -650.6% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling