+281.9%
PBF vs BWA
+106.1%
+175.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.1% |
| 7D | -15.3% | -2.4% | -12.9% | -13.9% |
| 30D | -21.8% | -17.7% | -4.1% | -12.1% |
| 3M | -0.2% | -27.0% | +26.8% | +20.2% |
| 6M | +63.6% | -17.3% | +80.9% | +77.3% |
| YTD | +147.5% | +12.9% | +134.7% | +104.8% |
| 1Y | +69.8% | +12.9% | +56.9% | +40.1% |
| 3Y | +65.3% | +62.1% | +3.2% | +1.2% |
| 5Y | +393.4% | +30.7% | +362.7% | +230.7% |
| 10Y | +240.3% | +89.2% | +151.1% | +76.7% |
| All | +281.9% | +106.1% | +175.9% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling