+32.9%
XLV vs PBF
+120.1%
-87.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.7% | +9.7% | +2.7% |
| 7D | +5.5% | -0.9% | +6.4% | +5.5% |
| 30D | +13.3% | -13.7% | +27.0% | +12.6% |
| 3M | +17.4% | +10.6% | +6.8% | +18.1% |
| 6M | +32.1% | +61.2% | -29.0% | +35.0% |
| YTD | +24.0% | +172.7% | -148.7% | +26.6% |
| 1Y | +32.9% | +111.0% | -78.1% | +37.5% |
| All | +32.9% | +120.1% | -87.2% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling