+77.2%
PBF vs XYL
-0.5%
+77.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +6.5% | -3.7% | +10.2% | +7.2% |
| 30D | -20.0% | -8.3% | -11.7% | -18.5% |
| 3M | -3.3% | -21.4% | +18.1% | +1.1% |
| 6M | +76.8% | -12.9% | +89.7% | +78.2% |
| YTD | +168.9% | -30.1% | +199.0% | +189.5% |
| 1Y | +96.4% | -35.2% | +131.5% | +118.7% |
| 3Y | +77.2% | -0.8% | +78.0% | +49.4% |
| All | +77.2% | -0.5% | +77.7% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling