+804.0%
PBF vs BWA
+88.6%
+715.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.2% | +4.0% |
| 7D | +2.4% | +4.3% | -1.9% | +0.7% |
| 30D | +24.9% | -2.9% | +27.8% | +26.2% |
| 3M | +81.9% | -12.4% | +94.3% | +89.9% |
| 6M | +79.4% | +28.6% | +50.8% | +56.7% |
| YTD | +188.3% | +48.2% | +140.1% | +128.4% |
| 1Y | +177.3% | +50.9% | +126.3% | +116.9% |
| 3Y | +56.0% | +72.2% | -16.2% | +10.0% |
| 5Y | +804.0% | +91.1% | +713.0% | +455.9% |
| All | +804.0% | +88.6% | +715.4% | +455.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling