+342.3%
PBF vs CDW
+903.1%
-560.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.7% |
| 7D | +4.3% | +3.2% | +1.1% | +2.1% |
| 30D | +22.0% | +9.3% | +12.7% | +14.1% |
| 3M | +74.5% | +9.8% | +64.7% | +59.8% |
| 6M | +67.7% | +23.3% | +44.3% | +37.5% |
| YTD | +179.2% | +13.7% | +165.5% | +139.7% |
| 1Y | +170.0% | -6.5% | +176.5% | +163.1% |
| 3Y | +66.4% | -25.2% | +91.6% | +83.2% |
| 5Y | +764.5% | -19.5% | +784.0% | +759.1% |
| 10Y | +358.5% | +285.8% | +72.7% | +92.4% |
| All | +342.3% | +903.1% | -560.8% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling