+303.0%
PBF vs BBWI
-7.5%
+310.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.9% |
| 7D | -7.4% | -6.2% | -1.2% | -5.9% |
| 30D | -17.5% | +25.5% | -43.0% | -22.7% |
| 3M | +13.1% | +8.0% | +5.1% | +9.5% |
| 6M | +72.6% | +12.7% | +60.0% | +62.6% |
| YTD | +161.2% | +11.6% | +149.6% | +139.3% |
| 1Y | +93.3% | -0.9% | +94.2% | +80.9% |
| 3Y | +80.7% | -22.7% | +103.4% | +73.0% |
| 5Y | +396.1% | -67.2% | +463.3% | +484.8% |
| 10Y | +252.3% | -43.7% | +296.0% | +162.8% |
| All | +303.0% | -7.5% | +310.6% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling