+599.5%
XYZ vs PBF
+276.6%
+322.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | +12.1% | -13.8% | +25.9% | +14.3% |
| 30D | +12.4% | -19.6% | +32.0% | +15.3% |
| 3M | +8.2% | +10.3% | -2.1% | +5.4% |
| 6M | +20.7% | +63.4% | -42.8% | +9.9% |
| YTD | +31.3% | +152.6% | -121.3% | +9.3% |
| 1Y | +20.5% | +87.4% | -66.8% | +4.9% |
| 3Y | +72.6% | +63.3% | +9.4% | +47.6% |
| 5Y | -64.0% | +412.5% | -476.5% | -75.4% |
| All | +599.5% | +276.6% | +322.9% | +428.8% |
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