+313.1%
PBF vs GWW
+873.7%
-560.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +1.6% |
| 7D | +4.3% | +3.7% | +0.6% | +2.2% |
| 30D | -21.8% | +13.6% | -35.4% | -27.4% |
| 3M | +1.7% | +15.4% | -13.6% | -6.5% |
| 6M | +69.8% | +21.8% | +48.0% | +50.4% |
| YTD | +167.7% | +50.0% | +117.7% | +106.6% |
| 1Y | +89.0% | +60.2% | +28.7% | +39.8% |
| 3Y | +78.8% | +94.4% | -15.6% | +15.6% |
| 5Y | +415.4% | +221.8% | +193.6% | +134.3% |
| 10Y | +263.1% | +665.8% | -402.6% | +1.5% |
| All | +313.1% | +873.7% | -560.6% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling