+59.6%
PBF vs CDW
-25.0%
+84.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | +4.3% | +3.2% | +1.1% | +3.0% |
| 30D | +22.0% | +9.3% | +12.7% | +17.5% |
| 3M | +74.5% | +9.8% | +64.7% | +66.4% |
| 6M | +67.7% | +23.3% | +44.3% | +50.4% |
| YTD | +179.2% | +13.7% | +165.5% | +158.1% |
| 1Y | +170.0% | -6.5% | +176.5% | +173.8% |
| All | +59.6% | -25.0% | +84.7% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling