+111.0%
PBF vs NWSA
+18.2%
+92.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.7% | -10.4% | -5.5% |
| 7D | -0.9% | +4.3% | -5.2% | +0.5% |
| 30D | -13.7% | +5.6% | -19.3% | -12.1% |
| 3M | +10.6% | +7.3% | +3.4% | +13.4% |
| 6M | +61.2% | +18.8% | +42.3% | +69.4% |
| YTD | +172.7% | +17.9% | +154.8% | +184.5% |
| 1Y | +111.0% | +19.3% | +91.7% | +119.4% |
| All | +111.0% | +18.2% | +92.8% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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