+801.9%
PBF vs XYL
-15.4%
+817.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.1% |
| 7D | +1.4% | +0.8% | +0.5% | +1.2% |
| 30D | +15.8% | -10.8% | +26.7% | +18.7% |
| 3M | +90.3% | -2.5% | +92.8% | +89.5% |
| 6M | +102.8% | -12.2% | +115.0% | +107.0% |
| YTD | +187.3% | -20.1% | +207.4% | +200.4% |
| 1Y | +161.8% | -20.6% | +182.5% | +174.2% |
| 3Y | +55.5% | +17.3% | +38.1% | +43.7% |
| 5Y | +801.9% | -14.5% | +816.4% | +881.9% |
| All | +801.9% | -15.4% | +817.4% | +881.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling