+330.8%
PBF vs XYL
+372.4%
-41.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | 0.0% |
| 7D | +4.3% | -5.0% | +9.3% | +7.6% |
| 30D | +22.0% | -13.2% | +35.2% | +33.1% |
| 3M | +74.5% | -3.7% | +78.2% | +75.0% |
| 6M | +67.7% | -17.7% | +85.4% | +84.3% |
| YTD | +179.2% | -21.5% | +200.7% | +213.7% |
| 1Y | +170.0% | -24.5% | +194.5% | +210.4% |
| 3Y | +66.4% | +6.9% | +59.4% | +43.9% |
| 5Y | +764.5% | -18.1% | +782.6% | +774.1% |
| 10Y | +358.5% | +134.7% | +223.8% | +132.8% |
| All | +330.8% | +372.4% | -41.6% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling