+362.2%
PBF vs BWA
+142.7%
+219.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.6% |
| 7D | +1.4% | +0.1% | +1.2% | +1.1% |
| 30D | +15.8% | -5.6% | +21.4% | +20.0% |
| 3M | +90.3% | -10.7% | +101.0% | +101.8% |
| 6M | +102.8% | +23.2% | +79.6% | +65.7% |
| YTD | +187.3% | +46.0% | +141.3% | +98.2% |
| 1Y | +161.8% | +51.2% | +110.7% | +74.8% |
| 3Y | +55.5% | +69.6% | -14.1% | -10.5% |
| 5Y | +801.9% | +86.6% | +715.3% | +345.2% |
| 10Y | +362.2% | +152.3% | +209.9% | +85.3% |
| All | +362.2% | +142.7% | +219.5% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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