+261.4%
XRT vs PBF
+277.8%
-16.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.2% |
| 7D | +2.5% | -7.4% | +9.8% | +3.5% |
| 30D | +10.3% | -17.5% | +27.8% | +13.1% |
| 3M | +2.4% | +13.1% | -10.7% | -0.5% |
| 6M | +10.0% | +72.6% | -62.7% | -0.9% |
| YTD | +9.5% | +161.2% | -151.7% | -9.4% |
| 1Y | +17.2% | +93.3% | -76.2% | +1.4% |
| 3Y | +62.0% | +80.7% | -18.7% | +36.1% |
| 5Y | -2.1% | +396.1% | -398.2% | -34.9% |
| 10Y | +152.6% | +252.3% | -99.7% | +48.3% |
| All | +261.4% | +277.8% | -16.5% | +98.6% |
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