+334.9%
PBF vs XYL
+149.5%
+185.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.4% |
| 7D | +2.3% | -1.2% | +3.6% | +3.2% |
| 30D | +11.6% | -13.2% | +24.7% | +22.4% |
| 3M | +81.7% | -0.2% | +81.9% | +78.0% |
| 6M | +96.4% | -12.5% | +108.9% | +108.0% |
| YTD | +189.5% | -20.9% | +210.4% | +226.2% |
| 1Y | +180.7% | -21.6% | +202.3% | +217.3% |
| 3Y | +56.6% | +16.1% | +40.5% | +23.9% |
| 5Y | +802.0% | -15.6% | +817.6% | +795.8% |
| All | +334.9% | +149.5% | +185.4% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling