+170.0%
PBF vs GWW
+31.2%
+138.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.2% |
| 7D | +4.3% | +1.4% | +2.9% | +4.5% |
| 30D | +22.0% | +3.3% | +18.7% | +22.5% |
| 3M | +74.5% | +2.9% | +71.6% | +75.4% |
| 6M | +67.7% | +15.8% | +51.9% | +75.3% |
| YTD | +179.2% | +32.0% | +147.1% | +193.4% |
| 1Y | +170.0% | +29.9% | +140.1% | +183.8% |
| All | +170.0% | +31.2% | +138.8% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling