+124.6%
XLP vs PBF
+276.6%
-152.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +0.7% | -13.8% | +14.5% | +1.4% |
| 30D | +10.3% | -19.6% | +29.9% | +11.2% |
| 3M | +6.5% | +10.3% | -3.7% | +5.8% |
| 6M | +8.4% | +63.4% | -55.1% | +5.3% |
| YTD | +18.2% | +152.6% | -134.4% | +11.7% |
| 1Y | +22.4% | +87.4% | -64.9% | +17.4% |
| 3Y | +41.9% | +63.3% | -21.4% | +35.1% |
| 5Y | +40.9% | +412.5% | -371.6% | +22.4% |
| All | +124.6% | +276.6% | -152.0% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling