+1,446.8%
XLK vs PBF
+317.1%
+1,129.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | 0.0% |
| 7D | +2.3% | +2.4% | -0.1% | +2.0% |
| 30D | -0.1% | +24.9% | -24.9% | -2.6% |
| 3M | +2.1% | +81.9% | -79.7% | -4.9% |
| 6M | +37.2% | +79.4% | -42.2% | +26.8% |
| YTD | +30.8% | +188.3% | -157.5% | +13.9% |
| 1Y | +42.6% | +177.3% | -134.6% | +24.0% |
| 3Y | +121.8% | +56.0% | +65.8% | +100.1% |
| 5Y | +145.7% | +804.0% | -658.3% | +71.5% |
| 10Y | +782.1% | +334.1% | +448.0% | +487.4% |
| All | +1,446.8% | +317.1% | +1,129.7% | +883.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling