+28.1%
XYZ vs PBF
+82.1%
-54.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.2% | +1.9% | -3.8% |
| 7D | +12.6% | -15.3% | +27.9% | +11.2% |
| 30D | +10.8% | -21.8% | +32.6% | +8.9% |
| 3M | +8.4% | -0.2% | +8.6% | +8.4% |
| 6M | +14.3% | +63.6% | -49.3% | +20.0% |
| YTD | +31.5% | +147.5% | -116.0% | +43.8% |
| 1Y | +28.1% | +69.8% | -41.7% | +26.9% |
| All | +28.1% | +82.1% | -54.0% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling