+314.9%
PBF vs CDW
+1,039.4%
-724.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +4.4% |
| 7D | -4.0% | +2.6% | -6.5% | -5.5% |
| 30D | -18.0% | +20.4% | -38.4% | -28.5% |
| 3M | +0.9% | +28.5% | -27.5% | -17.1% |
| 6M | +65.7% | +70.6% | -4.9% | +8.6% |
| YTD | +161.9% | +29.1% | +132.8% | +101.8% |
| 1Y | +77.8% | +23.8% | +54.0% | +40.6% |
| 3Y | +74.9% | -14.5% | +89.3% | +72.6% |
| 5Y | +423.4% | -1.6% | +424.9% | +340.4% |
| 10Y | +255.2% | +322.0% | -66.9% | +35.8% |
| All | +314.9% | +1,039.4% | -724.5% | +22.5% |
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