+248.6%
XRT vs PBF
+265.5%
-16.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | +0.9% | -13.8% | +14.6% | +3.0% |
| 30D | +7.9% | -19.6% | +27.6% | +11.0% |
| 3M | -0.2% | +10.3% | -10.4% | -2.6% |
| 6M | +5.6% | +63.4% | -57.9% | -4.1% |
| YTD | +5.7% | +152.6% | -147.0% | -12.2% |
| 1Y | +14.6% | +87.4% | -72.8% | -0.4% |
| 3Y | +50.7% | +63.3% | -12.6% | +28.6% |
| 5Y | -4.8% | +412.5% | -417.3% | -37.1% |
| 10Y | +152.6% | +282.5% | -129.8% | +46.7% |
| All | +248.6% | +265.5% | -16.9% | +92.5% |
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 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