+304.1%
PBF vs BWA
+109.4%
+194.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +4.8% |
| 7D | -4.0% | +1.7% | -5.7% | -4.9% |
| 30D | -18.0% | -14.6% | -3.4% | -9.8% |
| 3M | +0.9% | -26.2% | +27.2% | +20.8% |
| 6M | +65.7% | -18.4% | +84.1% | +81.3% |
| YTD | +161.9% | +14.7% | +147.2% | +114.7% |
| 1Y | +77.8% | +13.3% | +64.5% | +46.6% |
| 3Y | +74.9% | +64.7% | +10.2% | +6.1% |
| 5Y | +423.4% | +32.2% | +391.2% | +248.8% |
| 10Y | +255.2% | +96.8% | +158.4% | +80.9% |
| All | +304.1% | +109.4% | +194.7% | +77.9% |
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 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