+96.4%
PBF vs NWSA
+2.3%
+94.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.8% |
| 7D | +6.5% | +2.2% | +4.3% | +6.8% |
| 30D | -20.0% | -8.8% | -11.2% | -20.4% |
| 3M | -3.3% | -6.5% | +3.2% | -3.1% |
| 6M | +76.8% | +1.5% | +75.3% | +81.0% |
| YTD | +168.9% | +4.0% | +164.9% | +173.5% |
| 1Y | +96.4% | +3.4% | +92.9% | +99.8% |
| All | +96.4% | +2.3% | +94.1% | +99.8% |
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 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