+580.0%
XYZ vs PBF
+354.3%
+225.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.7% |
| 7D | +2.9% | +2.4% | +0.5% | +2.5% |
| 30D | +1.4% | +24.9% | -23.5% | -2.1% |
| 3M | +14.6% | +81.9% | -67.3% | +3.7% |
| 6M | +20.8% | +79.4% | -58.6% | +8.1% |
| YTD | +23.1% | +188.3% | -165.2% | +1.4% |
| 1Y | +5.6% | +177.3% | -171.6% | -13.4% |
| 3Y | +50.9% | +56.0% | -5.1% | +31.2% |
| 5Y | -68.6% | +804.0% | -872.6% | -80.2% |
| 10Y | +580.0% | +334.1% | +245.9% | +385.2% |
| All | +580.0% | +354.3% | +225.7% | +385.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling