+12.8%
XOP vs PBF
+303.9%
-291.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | +2.6% | +4.3% | -1.7% | +0.9% |
| 30D | +15.4% | +22.0% | -6.5% | +6.5% |
| 3M | +12.1% | +74.5% | -62.4% | -11.1% |
| 6M | +19.7% | +67.7% | -48.0% | -4.9% |
| YTD | +52.4% | +179.2% | -126.8% | -1.6% |
| 1Y | +47.6% | +170.0% | -122.4% | -5.3% |
| 3Y | +34.4% | +66.4% | -32.0% | -2.6% |
| 5Y | +154.4% | +764.5% | -610.1% | -8.8% |
| 10Y | +54.7% | +358.5% | -303.8% | -45.7% |
| All | +12.8% | +303.9% | -291.1% | -60.4% |
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