+154.7%
AWK vs PBF
+261.5%
-106.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -0.6% |
| 7D | 0.0% | -4.0% | +4.0% | +0.1% |
| 30D | +15.5% | -18.0% | +33.5% | +16.0% |
| 3M | +10.0% | +0.9% | +9.1% | +9.8% |
| 6M | +20.4% | +65.7% | -45.3% | +18.6% |
| YTD | +17.1% | +161.9% | -144.8% | +13.5% |
| 1Y | +18.3% | +77.8% | -59.5% | +15.9% |
| 3Y | +30.4% | +74.9% | -44.5% | +27.0% |
| 5Y | -2.7% | +423.4% | -426.0% | -10.7% |
| 10Y | +154.7% | +255.2% | -100.5% | +107.1% |
| All | +154.7% | +261.5% | -106.8% | +107.1% |
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