+804.0%
PBF vs BBWI
-66.8%
+870.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +3.7% |
| 7D | +2.4% | +1.6% | +0.8% | +2.1% |
| 30D | +24.9% | -6.2% | +31.1% | +25.7% |
| 3M | +81.9% | +4.3% | +77.5% | +79.2% |
| 6M | +79.4% | -7.2% | +86.5% | +77.8% |
| YTD | +188.3% | -3.0% | +191.3% | +181.8% |
| 1Y | +177.3% | -30.8% | +208.0% | +188.4% |
| 3Y | +56.0% | -43.4% | +99.4% | +63.4% |
| 5Y | +804.0% | -66.7% | +870.7% | +985.0% |
| All | +804.0% | -66.8% | +870.8% | +985.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling