+56.0%
PBF vs XYL
+18.1%
+37.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.3% | +2.7% |
| 7D | +2.4% | +1.8% | +0.6% | +2.0% |
| 30D | +24.9% | -9.2% | +34.1% | +27.1% |
| 3M | +81.9% | -0.3% | +82.1% | +79.0% |
| 6M | +79.4% | -11.0% | +90.3% | +82.3% |
| YTD | +188.3% | -19.2% | +207.5% | +202.0% |
| 1Y | +177.3% | -21.2% | +198.5% | +193.1% |
| 3Y | +56.0% | +18.6% | +37.4% | +28.8% |
| All | +56.0% | +18.1% | +37.9% | +28.8% |
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