+271.0%
XLP vs PBF
+294.5%
-23.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.7% | +10.0% | +3.7% |
| 7D | +5.9% | -0.9% | +6.8% | +5.9% |
| 30D | +13.5% | -13.7% | +27.2% | +14.1% |
| 3M | +8.4% | +10.6% | -2.2% | +7.5% |
| 6M | +11.5% | +61.2% | -49.6% | +8.2% |
| YTD | +20.6% | +172.7% | -152.1% | +13.1% |
| 1Y | +24.3% | +111.0% | -86.7% | +18.0% |
| 3Y | +45.1% | +73.6% | -28.5% | +37.1% |
| 5Y | +44.6% | +479.7% | -435.0% | +23.6% |
| 10Y | +133.1% | +312.9% | -179.8% | +83.9% |
| All | +271.0% | +294.5% | -23.5% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling