+54.8%
XOP vs PBF
+367.4%
-312.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +1.6% | +2.3% | -0.7% | +0.7% |
| 30D | +9.6% | +11.6% | -2.0% | +4.5% |
| 3M | +16.9% | +81.7% | -64.8% | -9.1% |
| 6M | +24.0% | +96.4% | -72.4% | -7.3% |
| YTD | +56.2% | +189.5% | -133.3% | -1.6% |
| 1Y | +51.8% | +180.7% | -129.0% | -4.8% |
| 3Y | +37.0% | +56.6% | -19.7% | +1.1% |
| 5Y | +163.4% | +802.0% | -638.6% | -9.8% |
| All | +54.8% | +367.4% | -312.6% | -42.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling