+41.9%
XLP vs PBF
+59.0%
-17.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.4% | +5.3% | -2.0% |
| 7D | +0.7% | -13.8% | +14.5% | +0.8% |
| 30D | +10.3% | -19.6% | +29.9% | +10.3% |
| 3M | +6.5% | +10.3% | -3.7% | +6.4% |
| 6M | +8.4% | +63.4% | -55.1% | +7.8% |
| YTD | +18.2% | +152.6% | -134.4% | +16.2% |
| 1Y | +22.4% | +87.4% | -64.9% | +21.0% |
| 3Y | +41.9% | +63.3% | -21.4% | +37.8% |
| All | +41.9% | +59.0% | -17.1% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling