+158.6%
AWK vs PBF
+260.7%
-102.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +0.1% | +6.5% | -6.3% | 0.0% |
| 30D | +14.3% | -20.0% | +34.3% | +14.8% |
| 3M | +10.3% | -3.3% | +13.6% | +10.2% |
| 6M | +18.9% | +76.8% | -57.9% | +16.9% |
| YTD | +17.7% | +168.9% | -151.2% | +14.0% |
| 1Y | +16.9% | +96.4% | -79.5% | +14.2% |
| 3Y | +32.2% | +77.2% | -45.0% | +28.8% |
| 5Y | -2.2% | +417.7% | -419.9% | -10.2% |
| All | +158.6% | +260.7% | -102.2% | +110.8% |
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