+300.2%
PBF vs CDW
+933.5%
-633.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | -13.8% | +2.1% | -15.8% | -16.0% |
| 30D | -19.6% | +14.7% | -34.4% | -27.8% |
| 3M | +10.3% | +11.1% | -0.9% | -0.7% |
| 6M | +63.4% | +45.6% | +17.9% | +18.6% |
| YTD | +152.6% | +17.1% | +135.5% | +107.1% |
| 1Y | +87.4% | +13.2% | +74.2% | +56.8% |
| 3Y | +63.3% | -22.2% | +85.4% | +71.1% |
| 5Y | +412.5% | -10.1% | +422.6% | +355.9% |
| 10Y | +282.5% | +307.0% | -24.5% | +51.5% |
| All | +300.2% | +933.5% | -633.3% | +25.7% |
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