+35.5%
XLV vs PBF
+799.3%
-763.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -3.6% | +5.3% | -8.9% | -3.7% |
| 30D | -1.8% | +11.7% | -13.6% | -2.1% |
| 3M | +7.8% | +91.1% | -83.3% | +5.9% |
| 6M | +9.1% | +88.4% | -79.3% | +7.0% |
| YTD | +7.7% | +194.1% | -186.3% | +3.7% |
| 1Y | +20.4% | +180.4% | -160.0% | +15.9% |
| 3Y | +30.8% | +59.3% | -28.5% | +26.0% |
| All | +35.5% | +799.3% | -763.9% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling