+45.3%
XOP vs PBF
+120.1%
-74.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.7% | +0.3% | -4.3% |
| 7D | -10.5% | -0.9% | -9.6% | -10.2% |
| 30D | -4.3% | -13.7% | +9.4% | -0.4% |
| 3M | +4.7% | +10.6% | -5.9% | +0.2% |
| 6M | -0.1% | +61.2% | -61.2% | -16.3% |
| YTD | +43.8% | +172.7% | -128.9% | +2.4% |
| 1Y | +45.3% | +111.0% | -65.7% | +11.5% |
| All | +45.3% | +120.1% | -74.8% | +11.5% |
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