+334.9%
PBF vs GWW
+565.7%
-230.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | +2.3% | -3.1% | +5.5% | +4.1% |
| 30D | +11.6% | -2.3% | +13.9% | +13.0% |
| 3M | +81.7% | -3.3% | +85.1% | +84.3% |
| 6M | +96.4% | +15.4% | +81.1% | +77.0% |
| YTD | +189.5% | +26.7% | +162.7% | +146.3% |
| 1Y | +180.7% | +29.0% | +151.8% | +134.9% |
| 3Y | +56.6% | +89.0% | -32.3% | +1.7% |
| 5Y | +802.0% | +221.8% | +580.2% | +298.0% |
| All | +334.9% | +565.7% | -230.8% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling