+135.9%
XLU vs PBF
+374.8%
-238.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -1.6% | +5.3% | -6.9% | -1.9% |
| 30D | -3.3% | +11.7% | -15.0% | -3.9% |
| 3M | -3.2% | +91.1% | -94.2% | -6.6% |
| 6M | -7.0% | +88.4% | -95.4% | -10.5% |
| YTD | +0.6% | +194.1% | -193.4% | -5.9% |
| 1Y | +2.4% | +180.4% | -178.0% | -4.3% |
| 3Y | +46.3% | +59.3% | -13.1% | +39.2% |
| 5Y | +44.0% | +816.3% | -772.3% | +20.0% |
| All | +135.9% | +374.8% | -238.9% | +85.7% |
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