+54.4%
XOP vs PBF
+364.0%
-309.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.0% | +1.4% | -0.4% | +0.4% |
| 30D | +10.8% | +15.8% | -5.0% | +4.2% |
| 3M | +19.5% | +90.3% | -70.8% | -8.8% |
| 6M | +21.6% | +102.8% | -81.2% | -10.3% |
| YTD | +55.8% | +187.3% | -131.5% | -1.5% |
| 1Y | +54.6% | +161.8% | -107.2% | -0.5% |
| 3Y | +36.6% | +55.5% | -18.8% | +1.1% |
| 5Y | +160.6% | +801.9% | -641.3% | -10.8% |
| All | +54.4% | +364.0% | -309.5% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling