+282.4%
XLU vs PBF
+315.6%
-33.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.2% |
| 7D | +0.6% | +1.4% | -0.7% | +0.6% |
| 30D | -0.4% | +15.8% | -16.3% | -1.3% |
| 3M | -1.7% | +90.3% | -92.0% | -5.4% |
| 6M | -7.1% | +102.8% | -109.9% | -11.2% |
| YTD | +1.9% | +187.3% | -185.4% | -4.8% |
| 1Y | +6.1% | +161.8% | -155.7% | -0.7% |
| 3Y | +48.8% | +55.5% | -6.7% | +41.5% |
| 5Y | +43.8% | +801.9% | -758.1% | +19.5% |
| 10Y | +143.2% | +362.2% | -219.1% | +88.0% |
| All | +282.4% | +315.6% | -33.3% | +181.2% |
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