+55.7%
PBF vs NWSA
+44.1%
+11.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +1.4% | -3.1% | +4.4% | +2.1% |
| 30D | +15.8% | +4.3% | +11.6% | +14.5% |
| 3M | +90.3% | +9.2% | +81.0% | +84.6% |
| 6M | +102.8% | +21.6% | +81.2% | +88.1% |
| YTD | +187.3% | +14.2% | +173.1% | +172.2% |
| 1Y | +161.8% | +1.8% | +160.1% | +162.5% |
| All | +55.7% | +44.1% | +11.6% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling