+801.9%
PBF vs GWW
+221.1%
+580.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.4% | -0.5% | +1.8% | +1.5% |
| 30D | +15.8% | -1.4% | +17.3% | +16.4% |
| 3M | +90.3% | -3.6% | +93.9% | +92.2% |
| 6M | +102.8% | +15.1% | +87.7% | +89.3% |
| YTD | +187.3% | +27.5% | +159.9% | +156.4% |
| 1Y | +161.8% | +29.6% | +132.2% | +131.1% |
| 3Y | +55.5% | +90.1% | -34.6% | +16.2% |
| 5Y | +801.9% | +222.6% | +579.3% | +440.9% |
| All | +801.9% | +221.1% | +580.8% | +440.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling