+362.2%
PBF vs BBWI
-58.2%
+420.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +1.3% |
| 7D | +1.4% | -4.4% | +5.8% | +2.4% |
| 30D | +15.8% | -7.4% | +23.2% | +17.7% |
| 3M | +90.3% | -2.2% | +92.5% | +88.6% |
| 6M | +102.8% | -16.3% | +119.1% | +104.7% |
| YTD | +187.3% | -9.1% | +196.5% | +180.3% |
| 1Y | +161.8% | -34.5% | +196.4% | +177.0% |
| 3Y | +55.5% | -47.0% | +102.4% | +66.4% |
| 5Y | +801.9% | -68.8% | +870.8% | +970.2% |
| 10Y | +362.2% | -57.4% | +419.6% | +241.9% |
| All | +362.2% | -58.2% | +420.5% | +241.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling