+135.4%
XLP vs PBF
+231.7%
-96.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.4% |
| 7D | +2.3% | -15.3% | +17.6% | +3.1% |
| 30D | +9.1% | -21.8% | +30.9% | +10.2% |
| 3M | +7.9% | -0.2% | +8.1% | +7.6% |
| 6M | +9.6% | +63.6% | -54.0% | +6.4% |
| YTD | +19.4% | +147.5% | -128.1% | +12.9% |
| 1Y | +22.4% | +69.8% | -47.5% | +17.9% |
| 3Y | +43.2% | +65.3% | -22.1% | +36.1% |
| 5Y | +42.6% | +393.4% | -350.8% | +23.9% |
| 10Y | +135.4% | +240.3% | -104.9% | +91.1% |
| All | +135.4% | +231.7% | -96.3% | +91.1% |
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