+458.1%
XLY vs PBF
+318.7%
+139.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | -3.9% | +2.3% | -6.2% | -4.1% |
| 30D | -6.1% | +11.6% | -17.7% | -7.3% |
| 3M | -1.2% | +81.7% | -82.9% | -7.7% |
| 6M | -1.8% | +96.4% | -98.2% | -9.8% |
| YTD | -5.9% | +189.5% | -195.3% | -17.8% |
| 1Y | -3.1% | +180.7% | -183.8% | -15.6% |
| 3Y | +36.0% | +56.6% | -20.7% | +23.0% |
| 5Y | +27.6% | +802.0% | -774.4% | -10.2% |
| 10Y | +216.8% | +365.7% | -148.9% | +110.2% |
| All | +458.1% | +318.7% | +139.4% | +254.9% |
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