+334.1%
PBF vs CDW
+263.0%
+71.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.2% | +8.5% | +6.9% |
| 7D | +2.4% | -3.9% | +6.2% | +4.8% |
| 30D | +24.9% | +6.9% | +18.0% | +17.8% |
| 3M | +81.9% | +7.7% | +74.2% | +67.2% |
| 6M | +79.4% | +18.3% | +61.0% | +48.1% |
| YTD | +188.3% | +7.8% | +180.5% | +152.5% |
| 1Y | +177.3% | -12.2% | +189.4% | +181.1% |
| 3Y | +56.0% | -28.9% | +84.9% | +78.0% |
| 5Y | +804.0% | -22.8% | +826.8% | +804.7% |
| 10Y | +334.1% | +266.1% | +68.0% | +51.2% |
| All | +334.1% | +263.0% | +71.1% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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