+240.4%
XRT vs PBF
+303.9%
-63.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +0.8% | +4.3% | -3.5% | +0.2% |
| 30D | -4.2% | +22.0% | -26.2% | -7.3% |
| 3M | +5.1% | +74.5% | -69.4% | -4.5% |
| 6M | +2.4% | +67.7% | -65.3% | -7.6% |
| YTD | +3.2% | +179.2% | -176.0% | -14.9% |
| 1Y | +1.5% | +170.0% | -168.5% | -16.7% |
| 3Y | +40.6% | +66.4% | -25.8% | +20.4% |
| 5Y | -1.0% | +764.5% | -765.5% | -40.3% |
| 10Y | +128.4% | +358.5% | -230.1% | +29.8% |
| All | +240.4% | +303.9% | -63.4% | +86.6% |
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