+111.0%
PBF vs BBWI
+2.4%
+108.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.1% | -10.8% | -6.4% |
| 7D | -0.9% | +8.8% | -9.7% | -0.4% |
| 30D | -13.7% | +34.8% | -48.5% | -12.3% |
| 3M | +10.6% | +12.9% | -2.3% | +10.5% |
| 6M | +61.2% | +29.6% | +31.6% | +64.0% |
| YTD | +172.7% | +20.8% | +151.9% | +178.9% |
| 1Y | +111.0% | +4.1% | +106.9% | +119.5% |
| All | +111.0% | +2.4% | +108.6% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling