+22.7%
XLP vs PBF
+90.5%
-67.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.4% |
| 7D | +2.5% | +6.5% | -3.9% | +2.7% |
| 30D | +7.3% | -20.0% | +27.3% | +6.8% |
| 3M | +8.1% | -3.3% | +11.4% | +8.1% |
| 6M | +10.5% | +76.8% | -66.3% | +11.8% |
| YTD | +21.2% | +168.9% | -147.8% | +20.1% |
| 1Y | +22.7% | +96.4% | -73.6% | +22.8% |
| All | +22.7% | +90.5% | -67.7% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling