+420.4%
PBF vs CDW
-4.0%
+424.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.7% |
| 7D | +6.5% | +9.3% | -2.9% | +2.8% |
| 30D | -20.0% | +14.4% | -34.4% | -24.9% |
| 3M | -3.3% | +21.4% | -24.8% | -12.2% |
| 6M | +76.8% | +72.8% | +4.0% | +34.1% |
| YTD | +168.9% | +28.0% | +140.9% | +131.5% |
| 1Y | +96.4% | +19.3% | +77.0% | +74.9% |
| 3Y | +77.2% | -15.3% | +92.5% | +79.8% |
| All | +420.4% | -4.0% | +424.4% | +370.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling