+35.9%
XOP vs PBF
+62.4%
-26.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.6% |
| 7D | +0.6% | +2.4% | -1.8% | -0.2% |
| 30D | +16.5% | +24.9% | -8.3% | +7.6% |
| 3M | +15.7% | +81.9% | -66.1% | -7.4% |
| 6M | +19.2% | +79.4% | -60.2% | -5.1% |
| YTD | +55.0% | +188.3% | -133.4% | +3.4% |
| 1Y | +54.2% | +177.3% | -123.1% | +2.5% |
| 3Y | +35.9% | +56.0% | -20.1% | +1.3% |
| All | +35.9% | +62.4% | -26.5% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling