+44.8%
XLP vs PBF
+80.0%
-35.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.4% |
| 7D | +2.5% | +6.5% | -3.9% | +2.5% |
| 30D | +7.3% | -20.0% | +27.3% | +7.3% |
| 3M | +8.1% | -3.3% | +11.4% | +8.1% |
| 6M | +10.5% | +76.8% | -66.3% | +9.9% |
| YTD | +21.2% | +168.9% | -147.8% | +19.1% |
| 1Y | +22.7% | +96.4% | -73.6% | +21.4% |
| 3Y | +44.8% | +77.2% | -32.4% | +40.2% |
| All | +44.8% | +80.0% | -35.2% | +40.2% |
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