+533.2%
XYZ vs PBF
+162.6%
+370.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.0% | +4.3% | -5.3% | -1.6% |
| 30D | -1.7% | +22.0% | -23.7% | -4.8% |
| 3M | +16.7% | +74.5% | -57.8% | +6.3% |
| 6M | +26.9% | +67.7% | -40.8% | +14.7% |
| YTD | +27.1% | +179.2% | -152.0% | +5.2% |
| 1Y | +9.3% | +170.0% | -160.7% | -10.2% |
| 3Y | +42.3% | +66.4% | -24.1% | +22.1% |
| 5Y | -69.3% | +764.5% | -833.8% | -80.7% |
| 10Y | +586.8% | +358.5% | +228.3% | +341.5% |
| All | +533.2% | +162.6% | +370.6% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling