+247.7%
PBF vs CDW
+315.4%
-67.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.9% |
| 7D | +3.8% | +9.1% | -5.3% | -2.1% |
| 30D | -22.2% | +13.7% | -35.9% | -30.1% |
| 3M | +1.3% | +27.0% | -25.8% | -17.2% |
| 6M | +69.0% | +75.9% | -6.9% | +4.9% |
| YTD | +166.5% | +28.9% | +137.6% | +101.3% |
| 1Y | +88.1% | +19.6% | +68.5% | +50.3% |
| 3Y | +77.9% | -14.6% | +92.6% | +75.3% |
| 5Y | +413.0% | -3.2% | +416.2% | +323.8% |
| All | +247.7% | +315.4% | -67.7% | +16.7% |
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