+330.8%
PBF vs BWA
+175.9%
+154.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -3.0% |
| 7D | +4.3% | +5.7% | -1.4% | +0.7% |
| 30D | +22.0% | +1.4% | +20.6% | +20.7% |
| 3M | +74.5% | -12.1% | +86.6% | +86.2% |
| 6M | +67.7% | +28.6% | +39.1% | +35.0% |
| YTD | +179.2% | +51.1% | +128.1% | +94.3% |
| 1Y | +170.0% | +55.9% | +114.1% | +82.7% |
| 3Y | +66.4% | +70.1% | -3.7% | +0.7% |
| 5Y | +764.5% | +90.7% | +673.8% | +356.3% |
| 10Y | +358.5% | +154.0% | +204.5% | +99.1% |
| All | +330.8% | +175.9% | +154.9% | +61.0% |
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