-63.8%
XYZ vs PBF
+441.3%
-505.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.3% | -4.3% |
| 7D | -2.1% | +4.3% | -6.4% | -2.6% |
| 30D | +7.0% | -21.8% | +28.8% | +9.9% |
| 3M | +5.1% | +1.7% | +3.4% | +3.8% |
| 6M | +14.1% | +69.8% | -55.7% | +4.3% |
| YTD | +26.4% | +167.7% | -141.4% | +5.1% |
| 1Y | +25.1% | +89.0% | -63.9% | +10.1% |
| 3Y | +59.7% | +78.8% | -19.1% | +34.5% |
| 5Y | -63.8% | +415.4% | -479.2% | -74.6% |
| All | -63.8% | +441.3% | -505.1% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling