+132.2%
XRT vs PBF
+259.1%
-126.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.2% |
| 7D | -0.4% | +4.3% | -4.7% | -1.1% |
| 30D | +7.5% | -21.8% | +29.3% | +11.2% |
| 3M | +2.3% | +1.7% | +0.6% | +1.1% |
| 6M | +12.8% | +69.8% | -57.0% | +1.7% |
| YTD | +7.1% | +167.7% | -160.7% | -12.3% |
| 1Y | +12.3% | +89.0% | -76.7% | -2.8% |
| 3Y | +57.0% | +78.8% | -21.8% | +31.4% |
| 5Y | -4.3% | +415.4% | -419.7% | -37.9% |
| All | +132.2% | +259.1% | -126.9% | +35.0% |
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