+315.0%
PBF vs GWW
+865.1%
-550.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.9% |
| 7D | +6.5% | +3.6% | +2.9% | +4.4% |
| 30D | -20.0% | +12.1% | -32.1% | -25.2% |
| 3M | -3.3% | +12.9% | -16.2% | -10.1% |
| 6M | +76.8% | +19.3% | +57.5% | +58.4% |
| YTD | +168.9% | +48.7% | +120.2% | +108.5% |
| 1Y | +96.4% | +60.5% | +35.9% | +45.0% |
| 3Y | +77.2% | +93.3% | -16.1% | +14.9% |
| 5Y | +417.7% | +219.0% | +198.8% | +136.6% |
| 10Y | +264.7% | +659.0% | -394.2% | +2.4% |
| All | +315.0% | +865.1% | -550.1% | -1.6% |
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