+281.9%
PBF vs BBWI
-8.0%
+289.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.1% |
| 7D | -15.3% | -4.2% | -11.0% | -14.3% |
| 30D | -21.8% | +24.9% | -46.6% | -26.7% |
| 3M | -0.2% | +13.2% | -13.4% | -4.5% |
| 6M | +63.6% | +12.1% | +51.5% | +54.3% |
| YTD | +147.5% | +11.1% | +136.4% | +127.1% |
| 1Y | +69.8% | +0.7% | +69.1% | +58.2% |
| 3Y | +65.3% | -23.8% | +89.0% | +58.9% |
| 5Y | +393.4% | -66.9% | +460.3% | +479.7% |
| 10Y | +240.3% | -45.3% | +285.6% | +156.6% |
| All | +281.9% | -8.0% | +289.9% | +134.6% |
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