+136.1%
AWK vs PBF
+351.3%
-215.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.6% | +1.4% | -0.8% | +0.6% |
| 30D | +4.3% | +15.8% | -11.6% | +3.9% |
| 3M | +12.5% | +90.3% | -77.7% | +10.6% |
| 6M | +3.3% | +102.8% | -99.5% | +1.2% |
| YTD | +9.8% | +187.3% | -177.6% | +6.3% |
| 1Y | +2.9% | +161.8% | -158.9% | -0.3% |
| 3Y | +9.6% | +55.5% | -45.9% | +7.5% |
| 5Y | -16.7% | +801.9% | -818.6% | -25.4% |
| 10Y | +136.1% | +362.2% | -226.1% | +92.5% |
| All | +136.1% | +351.3% | -215.2% | +92.5% |
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