+252.3%
PBF vs CDW
+325.6%
-73.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.8% | -1.5% | +0.2% |
| 7D | -7.4% | +9.3% | -16.7% | -13.9% |
| 30D | -17.5% | +15.8% | -33.3% | -26.8% |
| 3M | +13.1% | +21.8% | -8.7% | -4.9% |
| 6M | +72.6% | +58.8% | +13.9% | +15.2% |
| YTD | +161.2% | +22.8% | +138.4% | +104.0% |
| 1Y | +93.3% | +17.9% | +75.4% | +55.2% |
| 3Y | +80.7% | -17.4% | +98.1% | +81.6% |
| 5Y | +396.1% | -5.7% | +401.8% | +314.8% |
| 10Y | +252.3% | +319.5% | -67.2% | +15.1% |
| All | +252.3% | +325.6% | -73.3% | +15.1% |
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