+32.6%
XYZ vs PBF
+92.2%
-59.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +3.9% |
| 7D | +14.9% | -7.4% | +22.3% | +14.2% |
| 30D | +14.7% | -17.5% | +32.1% | +13.2% |
| 3M | +12.1% | +13.1% | -1.0% | +13.1% |
| 6M | +18.3% | +72.6% | -54.3% | +24.6% |
| YTD | +36.1% | +161.2% | -125.1% | +49.4% |
| All | +32.6% | +92.2% | -59.6% | +31.9% |
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