+178.7%
PBF vs XYL
-20.8%
+199.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.6% |
| 7D | +1.4% | +0.8% | +0.5% | +1.6% |
| 30D | +15.8% | -10.8% | +26.7% | +12.0% |
| 3M | +90.3% | -2.5% | +92.8% | +86.6% |
| 6M | +102.8% | -12.2% | +115.0% | +99.4% |
| YTD | +187.3% | -20.1% | +207.4% | +178.9% |
| All | +178.7% | -20.8% | +199.5% | +185.0% |
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