+250.9%
PBF vs NWSA
+148.1%
+102.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -1.4% |
| 7D | +6.5% | +2.2% | +4.3% | +4.8% |
| 30D | -20.0% | -8.8% | -11.2% | -15.5% |
| 3M | -3.3% | -6.5% | +3.2% | -0.5% |
| 6M | +76.8% | +1.5% | +75.3% | +68.1% |
| YTD | +168.9% | +4.0% | +164.9% | +144.8% |
| 1Y | +96.4% | +3.4% | +92.9% | +79.4% |
| 3Y | +77.2% | +34.8% | +42.4% | +25.8% |
| 5Y | +417.7% | +18.4% | +399.4% | +278.8% |
| All | +250.9% | +148.1% | +102.8% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling