+170.0%
PBF vs XYL
-23.4%
+193.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.9% |
| 7D | +4.3% | -5.0% | +9.3% | +2.7% |
| 30D | +22.0% | -13.2% | +35.2% | +16.8% |
| 3M | +74.5% | -3.7% | +78.2% | +70.5% |
| 6M | +67.7% | -17.7% | +85.4% | +64.6% |
| YTD | +179.2% | -21.5% | +200.7% | +169.3% |
| 1Y | +170.0% | -24.5% | +194.5% | +173.0% |
| All | +170.0% | -23.4% | +193.4% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling