-0.7%
XRT vs PBF
+735.5%
-736.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.4% | -2.5% |
| 7D | -0.3% | +2.4% | -2.6% | -0.5% |
| 30D | -5.6% | +24.9% | -30.5% | -7.8% |
| 3M | +2.5% | +81.9% | -79.3% | -4.1% |
| 6M | +3.7% | +79.4% | -75.7% | -3.8% |
| YTD | +1.0% | +188.3% | -187.3% | -12.3% |
| 1Y | -1.2% | +177.3% | -178.5% | -14.5% |
| 3Y | +43.4% | +56.0% | -12.6% | +28.3% |
| 5Y | -0.7% | +804.0% | -804.8% | -31.5% |
| All | -0.7% | +735.5% | -736.2% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling