+124.8%
XRT vs PBF
+351.3%
-226.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | -6.9% | +15.8% | -22.8% | -9.2% |
| 3M | -0.4% | +90.3% | -90.7% | -10.9% |
| 6M | +2.2% | +102.8% | -100.6% | -10.6% |
| YTD | -0.7% | +187.3% | -188.0% | -18.8% |
| 1Y | -2.0% | +161.8% | -163.8% | -19.5% |
| 3Y | +41.0% | +55.5% | -14.4% | +21.9% |
| 5Y | -3.3% | +801.9% | -805.2% | -43.2% |
| 10Y | +124.8% | +362.2% | -237.4% | +28.5% |
| All | +124.8% | +351.3% | -226.5% | +28.5% |
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 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